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Xun Y. Zhou

Affiliations: 
The Chinese University of Hong Kong, Hong Kong, Hong Kong 
Area:
Finance, Mathematics, Operations Research
Google:
"Xun Zhou"
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Chun H. Chiu grad student 2004 Chinese University of Hong Kong
Hanqing Jin grad student 2004 Chinese University of Hong Kong
Zuoquan Xu grad student 2007 Chinese University of Hong Kong

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Publications

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Angoshtari B, Zariphopoulou T, Zhou XY. (2020) Predictable Forward Performance Processes: The Binomial Case Siam Journal On Control and Optimization. 58: 327-347
Wang H, Zhou XY. (2020) Continuous‐time mean–variance portfolio selection: A reinforcement learning framework Mathematical Finance
Huang Y, Nguyen-Huu A, Zhou XY. (2020) General stopping behaviors of naive and non-committed sophisticated agents, with application to probability distortion Mathematical Finance. 30: 310-340
Ebert S, Wei W, Zhou XY. (2020) Weighted Discounting – On Group Diversity, Time-Inconsistency, and Consequences for Investment Journal of Economic Theory. 189: 105089
He XD, Hu S, Obłój J, et al. (2019) Optimal Exit Time from Casino Gambling: Strategies of Pre-Committed and Naive Gamblers Siam Journal On Control and Optimization. 57: 1845-1868
Jin H, Xia J, Zhou XY. (2019) Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting Mathematical Finance. 29: 898-927
Xu ZQ, Zhou XY, Zhuang SC. (2019) Optimal insurance under rank-dependent utility and incentive compatibility Mathematical Finance. 29: 659-692
He XD, Hu S, Obłój J, et al. (2019) Two explicit Skorokhod embeddings for simple symmetric random walk Stochastic Processes and Their Applications. 129: 3431-3445
Wang R, Xu ZQ, Zhou XY. (2019) Dual utilities on risk aggregation under dependence uncertainty Finance and Stochastics. 23: 1025-1048
He XD, Kouwenberg R, Zhou XY. (2018) Inverse S-shaped probability weighting and its impact on investment Mathematical Control and Related Fields. 8: 679-706
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