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
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Research output
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Constrained Stochastic Linear Quadratic Control Under Regime Switching with Controlled Jump Size
Shi, X. & Xu, Z. Q., Feb 2026, In: Applied Mathematics and Optimization. 93, 1, 3.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access -
Optimal Dividend Payout with Path-dependent Drawdown Constraint
Guan, C., Fan, J. & Xu, Z. Q., Jun 2026, In: Applied Mathematics and Optimization. 93, 3, 64.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access -
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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Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
Ding, K., Li, X. & Xu, Z. Q., Oct 2025, In: Systems and Control Letters. 204, 106212.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 Access1 Link opens in a new tab Citation (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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The 7th National Annual Conference of Probability
Xu, Z. (Invited speaker)
27 Aug 2022 → 30 Aug 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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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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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