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Zuo Quan Xu · Study

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Zuo Quan Xu

9 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0001-6824-1634

h-index7

i107

Citations541

Works here9

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Most cited in this library

Thou shalt buy and hold2008 · 138 citations
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION2007 · 113 citations
Optimal insurance under rank‐dependent utility and incentive compatibility2018 · 79 citations
Continuous-Time Markowitz's Model with Transaction Costs2010 · 72 citations
OPTIMAL STOPPING UNDER PROBABILITY DISTORTION2016 · 66 citations

Works

9 shown

Optimal insurance under rank‐dependent utility and incentive compatibility

Mathematical Finance·2018·3 authors·Open access

79citations

Dual Utilities Under Dependence Uncertainty

SSRN Electronic Journal·2017·3 authors·preprint·Open access

0citations

OPTIMAL STOPPING UNDER PROBABILITY DISTORTION

·2016·2 authors·preprint

66citations

Corrigendum to “A new characterization of comonotonicity and its application in behavioral finance” [J. Math. Anal. Appl. 418 (2014) 612–625]

Journal of Mathematical Analysis and Applications·2014·1 author·other·Open access

4citations

A new characterization of comonotonicity and its application in behavioral finance

Journal of Mathematical Analysis and Applications·2014·1 author·Open access

33citations

OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY

Mathematical Finance·2010·2 authors·Open access

36citations

Continuous-Time Markowitz's Model with Transaction Costs

SIAM Journal on Financial Mathematics·2010·3 authors·Open access

72citations

Thou shalt buy and hold

Quantitative Finance·2008·3 authors

138citations

A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION

Mathematical Finance·2007·3 authors·Open access

113citations