Concepedia
Statistics
Publications
27
Citations
691
H-Index
16
Active since
1994
Affiliations
Imperial College London(Current)
Imperial Valley College
Southwestern University of Finance and Economics
University of Edinburgh
Tongji University
Harry Zheng is an author at Imperial College London specializing in economics, financial economics, and business.
Publications per year
1994–2022
Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan
Yinghui Dong, Harry Zheng · European Journal of Operational Research · 2019 · 83 citations · Full text
Business, Economics, Finance +17
Necessary conditions for optimal control problems with state constraints
Richard Vinter, Harry Zheng · Transactions of the American Mathematical Society · 1998 · 64 citations · Full text
Natural Sciences, Mathematics, Dynamical Systems +14
Optimal investment of DC pension plan under short-selling constraints and portfolio insurance
Yinghui Dong, Harry Zheng · Insurance Mathematics and Economics · 2019 · 54 citations
Public Affairs, Finance, Insurance +17
The Extended Euler--Lagrange Condition for Nonconvex Variational Problems
Richard Vinter, Harry Zheng · SIAM Journal on Control and Optimization · 1997 · 50 citations
Natural Sciences, Mathematics, Differential Equations +15
Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems
Baojun Bian, Sheng Miao, Harry Zheng · SIAM Journal on Financial Mathematics · 2011 · 41 citations
Natural Sciences, Economics, Decision Theory +12
1–5 of 27