The following pages link to Xun Yu Zhou (Q1285494):
Displaying 50 items.
- (Q979476) (redirect page) (← links)
- Markowitz strategies revised (Q979477) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- A duality analysis on stochastic partial differential equations (Q1188095) (← links)
- Discrete time LQG controls with control dependent noise (Q1285495) (← links)
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon (Q1407245) (← links)
- Circulant approximation for preconditioning in stochastic automata networks (Q1570136) (← links)
- (Q1583218) (redirect page) (← links)
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219) (← links)
- Discrete-time indefinite LQ control with state and control dependent noises (Q1864788) (← links)
- Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
- Optimal stopping under probability distortion (Q1948688) (← links)
- Inverse S-shaped probability weighting and its impact on investment (Q2001548) (← links)
- \(g\)-expectation of distributions (Q2096196) (← links)
- Dual utilities on risk aggregation under dependence uncertainty (Q2274230) (← links)
- Two explicit Skorokhod embeddings for simple symmetric random walk (Q2274306) (← links)
- A biographical note and tribute to Xunjing Li on his 80th birthday (Q2356552) (← links)
- Continuous-time portfolio selection under ambiguity (Q2356557) (← links)
- Behavioral portfolio selection with loss control (Q2430900) (← links)
- Continuous-time mean-risk portfolio selection (Q2485325) (← links)
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (Q2706144) (← links)
- (Q2712230) (← links)
- (Q2741116) (← links)
- Linear-Quadratic Control of Backward Stochastic Differential Equations (Q2753213) (← links)
- HOPE, FEAR, AND ASPIRATIONS (Q2788689) (← links)
- Time-Inconsistent Stochastic Linear--Quadratic Control (Q2910915) (← links)
- Buy Low and Sell High (Q3000887) (← links)
- Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment (Q3005682) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- Stochastic Verification Theorems within the Framework of Viscosity Solutions (Q3128457) (← links)
- (Q3160512) (← links)
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
- Continuous-Time Markowitz's Model with Transaction Costs (Q3402361) (← links)
- Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR (Q3449459) (← links)
- The connection between the maximum principle and dynamic programming in stochastic control (Q3496274) (← links)
- (Q3574223) (← links)
- ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME” (Q3576961) (← links)
- Response to comment on ‘Thou shalt buy and hold’ (Q3605236) (← links)
- Thou shalt buy and hold (Q3605237) (← links)
- Maximum principle of stochastic controlled systems of functional type (Q3983521) (← links)
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs (Q4210184) (← links)
- (Q4227999) (← links)
- (Q4255599) (← links)
- (Q4438213) (← links)
- Indefinite Stochastic Riccati Equations (Q4442976) (← links)
- Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights (Q4506837) (← links)
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls (Q4507185) (← links)
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation (Q4537787) (← links)
- Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (Q4537800) (← links)
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls (Q4540329) (← links)
