Stock loan with automatic termination clause, cap and margin. - Zongxia Liang; Weiming Wu; Shuqing Jiang (Comput. Math. Appl., 2010)

A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints. - Zongxia Liang; Yang Liu 197 (SIAM J. Control. Optim., 2020)

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)

Equilibria for Time-Inconsistent Singular Control Problems. - Zongxia Liang; Xiaodong Luo; Fengyi Yuan (SIAM J. Control. Optim., 2024)

Time-Inconsistent Mean Field and ({n} )-Agent Games under Relative Performance Criteria. - Zongxia Liang; Keyu Zhang (SIAM J. Financial Math., 2024)

Equilibrium Portfolio Selection for Smooth Ambiguity Preferences. - Guohui Guan; Zongxia Liang; Jianming Xia (Math. Oper. Res., 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)

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)

Retirement Decision with Addictive Habit Persistence in a Jump Diffusion Market. - Guohui Guan; Qitao Huang; Zongxia Liang; Fengyi Yuan (SIAM J. Financial Math., 2025)

Stackelberg Reinsurance and Premium Decisions with MV Criterion and Irreversibility. - Zongxia Liang; Xiaodong Luo (SIAM J. Financial Math., 2025)

Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences. - Zongxia Liang; Sheng Wang; Jianming Xia (SIAM J. Financial Math., 2025)

N-player and mean field games among fund managers considering excess logarithmic returns. - Guohui Guan; Jiaqi Hu; Zongxia Liang (Ann. Oper. Res., 2025)