Thou shalt buy and hold A Shiryaev, Z Xu, XY Zhou Quantitative finance 8 (8), 765-776, 2008 | 172 | 2008 |
Continuous-time Markowitz's model with transaction costs M Dai, ZQ Xu, XY Zhou SIAM Journal on Financial Mathematics 1 (1), 96-125, 2010 | 98 | 2010 |
A convex stochastic optimization problem arising from portfolio selection H Jin, ZQ Xu, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 85 | 2008 |
Optimal stopping under probability distortion ZQ Xu, XY Zhou Annals of Applied Probability 23 (1), 251-282, 2013 | 84 | 2013 |
Optimal insurance under rank‐dependent utility and incentive compatibility ZQ Xu, XY Zhou, SC Zhuang Mathematical Finance 29 (2), 659-692, 2019 | 68 | 2019 |
A note on the quantile formulation ZQ Xu Mathematical Finance 26 (3), 589-601, 2016 | 57 | 2016 |
Optimal redeeming strategy of stock loans with finite maturity M Dai, ZQ Xu Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 51 | 2011 |
A new characterization of comonotonicity and its application in behavioral finance ZQ Xu Journal of Mathematical Analysis and Applications 418 (2), 612-625, 2014 | 30* | 2014 |
Stochastic linear quadratic optimal control problem: a reinforcement learning method N Li, X Li, J Peng, ZQ Xu IEEE Transactions on Automatic Control 67 (9), 5009-5016, 2022 | 28 | 2022 |
State-dependent temperature control for Langevin diffusions X Gao, ZQ Xu, XY Zhou SIAM Journal on Control and Optimization 60 (3), 1250-1268, 2022 | 26 | 2022 |
Optimal insurance in the presence of reinsurance SC Zhuang, TJ Boonen, KS Tan, ZQ Xu Scandinavian Actuarial Journal 2017 (6), 535-554, 2017 | 26 | 2017 |
A robust Markowitz mean-variance portfolio selection model with an intractable claim D Hou, ZQ Xu SIAM Journal on Financial Mathematics 7 (1), 124-151, 2016 | 26 | 2016 |
Constrained stochastic LQ control with regime switching and application to portfolio selection Y Hu, X Shi, ZQ Xu The Annals of Applied Probability 32 (1), 426-460, 2022 | 23 | 2022 |
Continuous-time Markowitz’s model with constraints on wealth and portfolio X Li, ZQ Xu Operations research letters 44 (6), 729-736, 2016 | 20 | 2016 |
Dual utilities on risk aggregation under dependence uncertainty R Wang, ZQ Xu, XY Zhou Finance and Stochastics 23 (4), 1025-1048, 2019 | 17 | 2019 |
An optimal consumption-investment model with constraint on consumption ZQ Xu, F Yi Mathematical Control and Related Fields 6, 517-534, 2016 | 16 | 2016 |
Utility maximization under trading constraints with discontinuous utility B Bian, X Chen, ZQ Xu SIAM Journal on Financial Mathematics 10 (1), 243-260, 2019 | 14 | 2019 |
Mean–variance portfolio selection under partial information with drift uncertainty J Xiong, ZQ Xu, J Zheng Quantitative Finance 21 (9), 1461-1473, 2021 | 12 | 2021 |
A stochastic control problem and related free boundaries in finance C Guan, X Li, ZQ Xu, F Yi Mathematical control and related fields 7 (4), 563-584, 2017 | 12 | 2017 |
Optimal portfolio selection with VaR and portfolio insurance constraints under rank-dependent expected utility theory H Mi, ZQ Xu Insurance: Mathematics and Economics 110, 82-105, 2023 | 11 | 2023 |