Concepedia

Zuo Quan Xu

ZQ

22

Publications

839

Citations

15

H-Index

2007

Active since

Affiliations

Hong Kong Polytechnic University(Current)

Columbia University

Chinese University of Hong Kong

University of Oxford

University of Waterloo

Zuo Quan Xu is an author at Hong Kong Polytechnic University specializing in finance, business, and asset pricing.

Top concepts

FinanceBusinessEconomicsAsset PricingManagementEngineeringFinancial EngineeringPortfolio OptimizationMathematical ProgrammingFinancial Economics

Publications per year

2007–2024

22

Publications

22

Thou shalt buy and hold

Albert N. Shiryaev, Zuo Quan Xu, Xun Yu Zhou · Quantitative Finance · 2008 · 146 citations

A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION

Hanqing Jin, Zuo Quan Xu, Xun Yu Zhou · Mathematical Finance · 2007 · 116 citations · Full text

Mathematical Programming, Engineering, Portfolio Choice +16

Optimal insurance under rank‐dependent utility and incentive compatibility

Zuo Quan Xu, Xun Yu Zhou, Sheng Chao Zhuang · Mathematical Finance · 2018 · 81 citations · Full text

Continuous-Time Markowitz's Model with Transaction Costs

Min Dai, Zuo Quan Xu, Xun Yu Zhou · SIAM Journal on Financial Mathematics · 2010 · 76 citations · Full text

Mathematical Programming, Proportional Transaction Costs, Economics +13

OPTIMAL STOPPING UNDER PROBABILITY DISTORTION

Zuo Quan Xu, Xun Yu Zhou · 2016 · 76 citations

Mathematical Programming, Engineering, Financial Mathematics +17

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