第一篇
题目：Two Trees
作者：Cochrane, John H., Francis A. Longstaff, and Pedro Santa-Clara
期刊：Physica A 382 (2007) 149–171
备注：Review of Financial Studies, 21(1): 347–85, 2008


第二篇
题目：Multiple Risky Assets, Transaction Costs and  Return Predictability: Allocation Rules and Implications for U.S. Investors
作者：Lynch, Anthony, and Sinan Tan
期刊：Journal of Financial and Quantitative Analysis

第三篇
题目：Search and Endogenous Concentration of Liquidity in Asset Markets
作者：Vayanos, Dimitri, and Tan Wang
期刊：Journal of Economic Theory, 136(1): 66–104