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
Doctor of Philosophy, The Chinese University of Hong Kong
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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Dynamic growth-optimal portfolio choice under risk control
Wei, P. & Xu, Z. Q., 1 Apr 2025, In: European Journal of Operational Research. 322, 1, p. 325-340 16 p.Research output: Journal article publication › Journal article › Academic research › peer-review
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Moral-hazard-free insurance contract design under the rank-dependent utility theory
Xu, Z. Q., Jun 2025, In: Probability, Uncertainty and Quantitative Risk. 10, 2, p. 159-190 32 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access -
Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients
Hu, Y., Shi, X. & Xu, Z. Q., Feb 2025, In: Applied Mathematics and Optimization. 91, 1, p. 1-44 44 p., 5.Research output: Journal article publication › Journal article › Academic research › peer-review
1 Citation (Scopus) -
Policy Iteration Reinforcement Learning Method for Continuous-Time Linear–Quadratic Mean-Field Control Problems
Li, N., Li, X. & Xu, Z. Q., Apr 2025, In: IEEE Transactions on Automatic Control. 70, 4, p. 2690-2697 8 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access3 Citations (Scopus) -
Constrained mean-variance investment-reinsurance under the Cramér–Lundberg model with random coefficients
Shi, X. & Xu, Z. Q., 2024, In: ESAIM - Control, Optimisation and Calculus of Variations. 30, p. 1-30 30 p., 61.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access
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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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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Dynamic optimal reinsurance and dividend-payout in finite time horizon
Xu, Z. (Invited speaker)
14 Jul 2022Activity: 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