Zongxia Liang

According to our database, Zongxia Liang authored at least 12 papers between 2010 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

N-player and mean field games among fund managers considering excess logarithmic returns.

Guohui Guan, Jiaqi Hu, Zongxia Liang

Ann. Oper. Res., June, 2025

Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences.

Zongxia Liang, Sheng Wang, Jianming Xia

SIAM J. Financial Math., 2025

Stackelberg Reinsurance and Premium Decisions with MV Criterion and Irreversibility.

Zongxia Liang, Xiaodong Luo

SIAM J. Financial Math., 2025

Retirement Decision with Addictive Habit Persistence in a Jump Diffusion Market.

Guohui Guan, Qitao Huang, Zongxia Liang, Fengyi Yuan

SIAM J. Financial Math., 2025

Comparison between mean-variance and monotone mean-variance preferences in general markets: A new perspective.

Yuchen Li, Zongxia Liang, Shunzhi Pang

Oper. Res. Lett., 2025

Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.

Yuchen Li, Zongxia Liang, Shunzhi Pang

Math. Oper. Res., 2025

Equilibrium Portfolio Selection for Smooth Ambiguity Preferences.

Guohui Guan, Zongxia Liang, Jianming Xia

Math. Oper. Res., 2025

2024

Time-Inconsistent Mean Field and \({n}\)-Agent Games under Relative Performance Criteria.

Zongxia Liang, Keyu Zhang

SIAM J. Financial Math., 2024

Equilibria for Time-Inconsistent Singular Control Problems.

Zongxia Liang, Xiaodong Luo, Fengyi Yuan

SIAM J. Control. Optim., 2024

2023

Optimal management of DC pension fund under the relative performance ratio and VaR constraint.

Guohui Guan, Zongxia Liang, Yi Xia

Eur. J. Oper. Res., 2023

2020

A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints.

Zongxia Liang, Yang Liu

SIAM J. Control. Optim., 2020

2010

Stock loan with automatic termination clause, cap and margin.

Zongxia Liang, Weiming Wu, Shuqing Jiang

Comput. Math. Appl., 2010