Concepedia

Xun Yu Zhou

XY

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Publications

115

Citations

10.3K

H-Index

53

Active since

1990

Affiliations

Chinese University of Hong Kong(Current)

Columbia University

University of Oxford

Hong Kong Polytechnic University

Chinese Academy of Sciences

Xun Yu Zhou is an author at Chinese University of Hong Kong specializing in stochastic processes, stochastic control, and optimal control.

ORCID

Publications per year

1990–2024

115

Publications

115

Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework

Xun Yu Zhou, Duan Li · Applied Mathematics & Optimization · 2000 · 1.1K citations

, , +14

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE‐DEPENDENT RISK AVERSION

Tomas Björk, Agatha Murgoci, Xun Yu Zhou · Mathematical Finance · 2012 · 528 citations · Full text

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Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model

Xun Yu Zhou, Guosheng Yin · SIAM Journal on Control and Optimization · 2003 · 517 citations

, , +17

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

Shuping Chen, Xunjing Li, Xun Yu Zhou · SIAM Journal on Control and Optimization · 1998 · 377 citations

, , +16

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II

Shuping Chen, Xun Yu Zhou · SIAM Journal on Control and Optimization · 2000 · 363 citations

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1–5 of 115