Personal profile
Education/Academic qualification
Bachelor of Science, Dalian University of Technology
Doctor of Natural Science, Humboldt University of Berlin
Master of Science, Nankai University
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Dive into the research topics where Guanxing Fu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 10 Journal article
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A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies
Fu, G., Horst, U. & Xia, X. (Corresponding Author), 30 Oct 2023, In: Mathematics of Operations Research. p. 1-29 29 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access2 Link opens in a new tab Citations (Scopus) -
Mean-field liquidation games with market drop-out
Fu, G., Hager, P. & Horst, U., 21 Dec 2023, In: Mathematical Finance. p. 1-44 44 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access2 Link opens in a new tab Citations (Scopus) -
Mean Field Portfolio Games
Fu, G. (Corresponding Author) & Zhou, C., Jan 2023, In: Finance and Stochastics. 27, 1, p. 189-231 43 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access17 Link opens in a new tab Citations (Scopus) -
Extended Mean Field Games with Singular Controls
Fu, G., 2 Oct 2022, In: SIAM Journal on Control and Optimization. 61, 1, p. 285-314 30 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access6 Link opens in a new tab Citations (Scopus) -
Mean Field Portfolio Games with Consumption
Fu, G., 21 Dec 2022, In: Mathematics and Financial Economics. p. 79-99 21 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access12 Link opens in a new tab Citations (Scopus)