Zuo Quan Xu - Concepedia

Author

Zuo Quan Xu

Hong Kong Polytechnic University ORCID

Also Known As

Jang, Hyun Jin, Quan Xu, Xiaomin Shi, Xu, Zuo Quan, Xu, Zuoquan, Zuo Quan Xu, Zuoquan Xu, Zuoquan Xu¶

122

Publications

956

Citations

H-Index

Concepts

All Affiliations

Hong Kong Polytechnic University Columbia University Chinese University of Hong Kong University of Oxford University of Waterloo

About

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

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	10	10	400
2	Engineering	5	5	241
3	Management	5	5	146
4	Natural Sciences	1	1	18
5	Social Sciences	1	1	36

Zuo Quan Xu

Publications

839

Citations

H-Index

Page 1

	Year	Citations
Thou shalt buy and hold Albert N. Shiryaev, Zuo Quan Xu, Xun Yu Zhou Quantitative Finance	2008	146
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION Hanqing Jin, Zuo Quan Xu, Xun Yu Zhou Mathematical Finance Mathematical ProgrammingEngineeringPortfolio ChoiceOptimal Investment SecurityLinear Optimization	2007	116
Optimal insurance under rank‐dependent utility and incentive compatibility Zuo Quan Xu, Xun Yu Zhou, Sheng Chao Zhuang Mathematical Finance	2018	81
Continuous-Time Markowitz's Model with Transaction Costs Min Dai, Zuo Quan Xu, Xun Yu Zhou SIAM Journal on Financial Mathematics Mathematical ProgrammingProportional Transaction CostsEconomicsPortfolio OptimizationDynamic Economic Model	2010	76
OPTIMAL STOPPING UNDER PROBABILITY DISTORTION Zuo Quan Xu, Xun Yu Zhou Mathematical ProgrammingEngineeringFinancial MathematicsComputational FinanceAsset Pricing	2016	76
Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method Na Li, Xun Li, Jing Peng, IEEE Transactions on Automatic Control	2022	49
OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY Min Dai, Zuo Quan Xu Mathematical Finance	2010	36
A new characterization of comonotonicity and its application in behavioral finance Zuo Quan Xu Journal of Mathematical Analysis and Applications New CharacterizationBehavioral SciencesFinancial EconomicsBehavioral Decision MakingBehavioral Finance	2014	36
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim Danlin Hou, Zuo Quan Xu SIAM Journal on Financial Mathematics	2016	26
Optimal insurance in the presence of reinsurance Sheng Chao Zhuang, Tim J. Boonen, Ken Seng Tan, Scandinavian Actuarial Journal Private InsuranceEconomicsInsurance MarketsMechanism DesignOptimal Insurance	2016	25

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