主要研究领域为连续时间金融。在Journal of Economic Theory、Games and Economic Behavior、Economic Theory、Journal of Economic Dynamics and Control、Journal of Economic Behavior and Organization、Journal of Banking and Finance、European Journal of Operational Research、Environmental and Resource Economics等国际知名SSCI期刊发表论文20余篇，主持国家自然科学基金面上项目和青年项目各1项。