Xin Zhang

Publication Activity (10 Years)

Years Active: 2010-2023
Publications (10 Years): 2

Top Topics

Linear Quadratic

Decision Theoretic

Portfolio Selection

Top Venues

SIAM J. Control. Optim.

Oper. Res. Lett.

Publications

Jiaqiang Wen, Xun Li, Jie Xiong, Xin Zhang
Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System. SIAM J. Control. Optim. 61 (2) (2023)
Xin Zhang, Zhongyang Sun, Jie Xiong
A General Stochastic Maximum Principle for a Markov Regime Switching Jump-Diffusion Model of Mean-Field Type. SIAM J. Control. Optim. 56 (4) (2018)
Yang Shen, Xin Zhang, Tak Kuen Siu
Mean-variance portfolio selection under a constant elasticity of variance model. Oper. Res. Lett. 42 (5) (2014)
Xin Zhang, Robert J. Elliott, Tak Kuen Siu
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance. SIAM J. Control. Optim. 50 (2) (2012)
Xin Zhang, Tak Kuen Siu, Qingbin Meng
Portfolio Selection in the Enlarged Markovian Regime-Switching Market. SIAM J. Control. Optim. 48 (5) (2010)