Bin Zou

Publication Activity (10 Years)

Years Active: 2018-2024
Publications (10 Years): 10

Top Topics

Portfolio Selection

Diffusion Model

Linearly Combined

Financial Markets

Top Venues

SIAM J. Financial Math.

Eur. J. Oper. Res.

Oper. Res. Lett.

Ann. Oper. Res.

Publications

Zhuo Jin, Zuo Quan Xu, Bin Zou
Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. SIAM J. Control. Optim. 62 (3) (2024)
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
Short Communication: Optimal Insurance to Maximize Exponential Utility When Premium Is Computed by a Convex Functional. SIAM J. Financial Math. 15 (1) (2024)
Jingyi Cao, Dongchen Li, Virginia R. Young, Bin Zou
Reinsurance games with two reinsurers: Tree versus chain. Eur. J. Oper. Res. 310 (2) (2023)
Carol Alexander, Jun Deng, Bin Zou
Hedging with automatic liquidation and leverage selection on bitcoin futures. Eur. J. Oper. Res. 306 (1) (2023)
Yang Shen, Bin Zou
Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models. SIAM J. Financial Math. 13 (4) (2022)
Yang Shen, Bin Zou
Mean-Variance Portfolio Selection in Contagious Markets. SIAM J. Financial Math. 13 (2) (2022)
Jun Deng, Huifeng Pan, Shuyu Zhang, Bin Zou
Optimal Bitcoin trading with inverse futures. Ann. Oper. Res. 304 (1) (2021)
Matthew J. Lorig, Zhou Zhou, Bin Zou
Optimal bookmaking. Eur. J. Oper. Res. 295 (2) (2021)
Jun Deng, Bin Zou
Quadratic hedging for sequential claims with random weights in discrete time. Oper. Res. Lett. 49 (2) (2021)
Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou
Systemic risk and optimal fee for central clearing counterparty under partial netting. Oper. Res. Lett. 46 (3) (2018)