Research output per year
Research output per year
Personal profile
Education/Academic qualification
Systems Engineering and Engineering Management, Ph.D., Chinese University of Hong Kong
2004 → 2006
Award Date: 6 Dec 2007
Bachelor of Science, Nankai University
Master of Science, Peking University
External positions
Visiting Scholar, Carnegie Mellon University
Sept 2009
Associate Member of the Oxford-Man Institute of Quantitative Finance, University of Oxford
May 2008 → Sept 2010
Nomura Research Fellow in Mathematical Finance, University of Oxford
Sept 2007 → Sept 2010
Postdoctoral Research Fellow, Chinese University of Hong Kong
May 2007 → Sept 2007
Fingerprint
Dive into the research topics where Zuoquan Xu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Research output
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Constrained Monotone Mean–Variance Investment-Reinsurance Under the Cramér–Lundberg Model with Random Coefficients
Shi, X. & Xu, Z. Q., Jun 2024, In: Systems and Control Letters. 188, 9 p., 105796.Research output: Journal article publication › Journal article › Academic research › peer-review
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Non-Homogeneous Stochastic LQ Control with Regime Switching and Random Coefficients
Hu, Y., Shi, X. & Xu, Z. Q., Jun 2024, In: Mathematical Control and Related Fields. 14, 2, p. 671-694 24 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access -
Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement
Jang, H. J., Xu, Z. Q. & Zheng, H., 1 Mar 2024, In: Operations Research. 72, 2, p. 832-847 16 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access1 Citation (Scopus) -
Optimal Moral-Hazard-Free Reinsurance under Extended Distortion Premium Principles
Jin, Z., Xu, Z. Q. & Zou, B., Jun 2024, In: SIAM Journal on Control and Optimization. 62, 3, p. 1390-1416 27 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access2 Citations (Scopus) -
Constrained Monotone Mean-Variance Problem with Random Coefficients
Hu, Y., Shi, X. & Xu, Z. Q., 30 Sept 2023, In: SIAM Journal on Financial Mathematics. 14, 3, p. 838-854 17 p.Research output: Journal article publication › Journal article › Academic research › peer-review
2 Citations (Scopus)
Prizes
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Distinguished Keynote Speaker
Xu, Z. (Recipient), Nov 2018
Prize: Honorary award › Honorary award (research)
Activities
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Stochastic LQ control with regime switching and random coefficients
Xu, Z. (Invited speaker)
Jun 2023Activity: Talk or presentation › Invited talk
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State-dependent temperature control for Langevin diffusions
Xu, Z. (Invited speaker)
7 Mar 2022Activity: Talk or presentation › Invited talk
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機制轉換模型下帶約束的線性二次控制問題及金融應用
Xu, Z. (Invited speaker)
5 Jun 2022Activity: Talk or presentation › Invited talk
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The World Congress of the Bachelier Finance Society
Xu, Z. (Member of organizing committee)
13 Jun 2022 → 17 Jun 2022Activity: Participating in or organising an event › Organizer / committee member
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The 7th National Annual Conference of Probability
Xu, Z. (Invited speaker)
27 Aug 2022 → 30 Aug 2022Activity: Talk or presentation › Invited talk