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A note on the quantile formulation
Xu, Zuo Quan - In: Mathematical finance : an international journal of … 26 (2016) 3, pp. 589-601
Persistent link: https://www.econbiz.de/10011583612
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A convex stochastic optimization problem arising from portfolio selection
Jin, Hanqing; Xu, Zuo Quan; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 171-183
Persistent link: https://www.econbiz.de/10003643506
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Continuous-time Markowitz's model with constraints on wealth and portfolio
Li, Xun; Xu, Zuo Quan - In: Operations research letters 44 (2016) 6, pp. 729-736
Persistent link: https://www.econbiz.de/10011622222
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Dividend optimization for jump-diffusion model with solvency constraints
Li, Yongwu; Li, Zhongfei; Wang, Shouyang; Xu, Zuo Quan - In: Operations research letters 48 (2020) 2, pp. 170-175
Persistent link: https://www.econbiz.de/10012254035
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A perturbation approach to optimal investment, liability ratio, and dividend strategies
Jin, Zhuo; Xu, Zuo Quan; Zou, Bin - In: Scandinavian actuarial journal 2022 (2022) 2, pp. 165-188
Persistent link: https://www.econbiz.de/10012872656
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Optimal investment, heterogeneous consumption, and best time for retirement
Jang, Hyun Jin; Xu, Zuo Quan; Zheng, Harry - In: Operations research 72 (2024) 2, pp. 832-847
Persistent link: https://www.econbiz.de/10014520988
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Dynamic optimal reinsurance and dividend payout in finite time horizon
Guan, Chonghu; Xu, Zuo Quan; Zhou, Rui - In: Mathematics of operations research 48 (2023) 1, pp. 544-568
Persistent link: https://www.econbiz.de/10014312571