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Zuo Quan Xu

Orcid: 0000-0001-6824-1634

According to our database1, Zuo Quan Xu authored at least 14 papers between 2010 and 2023.

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

Timeline

Legend:

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Links

Online presence:

On csauthors.net:

Bibliography

2023
Relative Growth Rate Optimization Under Behavioral Criterion.
[BibTeX]
[DOI]
Jing Peng
,
Pengyu Wei
,
Zuo Quan Xu
SIAM J. Financial Math., December, 2023

Continuous-Time Markowitz's Mean-Variance Model Under Different Borrowing and Saving Rates.
[BibTeX]
[DOI]
Chonghu Guan
,
Xiaomin Shi
,
Zuo Quan Xu
J. Optim. Theory Appl., October, 2023

Constrained Monotone Mean-Variance Problem with Random Coefficients.
[BibTeX]
[DOI]
Ying Hu
,
Xiaomin Shi
,
Zuo Quan Xu
SIAM J. Financial Math., September, 2023

Dynamic Optimal Reinsurance and Dividend Payout in Finite Time Horizon.
[BibTeX]
[DOI]
Chonghu Guan
,
Zuo Quan Xu
,
Rui Zhou
Math. Oper. Res., February, 2023

2022
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints.
[BibTeX]
[DOI]
Xiangyu Wang
,
Jianming Xia
,
Zuo Quan Xu
,
Zhou Yang
SIAM J. Financial Math., September, 2022

Stochastic Linear Quadratic Optimal Control Problem: A Reinforcement Learning Method.
[BibTeX]
[DOI]
Na Li
,
Xun Li
,
Jing Peng
,
Zuo Quan Xu
IEEE Trans. Autom. Control., 2022

State-Dependent Temperature Control for Langevin Diffusions.
[BibTeX]
[DOI]
Xuefeng Gao
,
Zuo Quan Xu
,
Xun Yu Zhou
SIAM J. Control. Optim., 2022

2020
Dividend optimization for jump-diffusion model with solvency constraints.
[BibTeX]
[DOI]
Yongwu Li
,
Zhongfei Li
,
Shouyang Wang
,
Zuo Quan Xu
Oper. Res. Lett., 2020

Optimal Redeeming Strategy of Stock Loans Under Drift Uncertainty.
[BibTeX]
[DOI]
Zuo Quan Xu
,
Fahuai Yi
Math. Oper. Res., 2020

2019
Utility Maximization Under Trading Constraints with Discontinuous Utility.
[BibTeX]
[DOI]
Baojun Bian
,
Xinfu Chen
,
Zuo Quan Xu
SIAM J. Financial Math., 2019

2016
A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim.
[BibTeX]
[DOI]
Danlin Hou
,
Zuo Quan Xu
SIAM J. Financial Math., 2016

Continuous-time Markowitz's model with constraints on wealth and portfolio.
[BibTeX]
[DOI]
Xun Li
,
Zuo Quan Xu
Oper. Res. Lett., 2016

2014
Investment under duality risk measure.
[BibTeX]
[DOI]
Zuo Quan Xu
Eur. J. Oper. Res., 2014

2010
Continuous-Time Markowitz's Model with Transaction Costs.
[BibTeX]
[DOI]
Min Dai
,
Zuo Quan Xu
,
Xun Yu Zhou
SIAM J. Financial Math., 2010


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