Xudong Zeng

Orcid: 0000-0002-5079-8378

According to our database1, Xudong Zeng authored at least 7 papers between 2007 and 2022.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

On csauthors.net:

Bibliography

2022
Portfolio concentration, portfolio inertia, and ambiguous correlation.
J. Econ. Theory, 2022

2021
Tail Risk and Robust Portfolio Decisions.
Manag. Sci., 2021

2018
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach.
Math. Oper. Res., 2018

Non-zero-sum stochastic differential reinsurance and investment games with default risk.
Eur. J. Oper. Res., 2018

Old Habits Die Hard: Fingerprinting Websites on the Cloud.
Proceedings of the Computational Science - ICCS 2018, 2018

2009
On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment.
SIAM J. Control. Optim., 2009

2007
Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain.
SIAM J. Control. Optim., 2007


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