Xudong Zeng

Publication Activity (10 Years)

Years Active: 2007-2023
Publications (10 Years): 6

Top Topics

Asset Allocation

Top Venues

Math. Oper. Res.

J. Econ. Theory

Publications

Ao Zheng, Maojun Li, Dingxiang Wang, Chang You, Yawu Liu, Xudong Zeng
ILFMT-LS: Specific Target Detection in Mobile Crowds Based on Deep Learning. CRC (2023)
Julia Jiang, Jun Liu, Weidong Tian, Xudong Zeng
Portfolio concentration, portfolio inertia, and ambiguous correlation. J. Econ. Theory 203 (2022)
Xing Jin, Dan Luo, Xudong Zeng
Tail Risk and Robust Portfolio Decisions. Manag. Sci. 67 (5) (2021)
Xing Jin, Dan Luo, Xudong Zeng
Dynamic Asset Allocation with Uncertain Jump Risks: A Pathwise Optimization Approach. Math. Oper. Res. 43 (2) (2018)
Xudong Zeng, Cuicui Kang, Junzheng Shi, Zhen Li, Gang Xiong
Old Habits Die Hard: Fingerprinting Websites on the Cloud. ICCS (3) (2018)
Chao Deng, Xudong Zeng, Huiming Zhu
Non-zero-sum stochastic differential reinsurance and investment games with default risk. Eur. J. Oper. Res. 264 (3) (2018)
Michael Taksar, Xudong Zeng
On Maximizing CRRA Utility in Regime Switching Markets with Random Endowment. SIAM J. Control. Optim. 48 (5) (2009)
Michael Taksar, Xudong Zeng
Optimal terminal wealth under partial information: Both the drift and the volatility driven by a discrete time Markov chain. CDC (2008)
Michael Taksar, Xudong Zeng
Optimal Terminal Wealth Under Partial Information: Both the Drift and the Volatility Driven by a Discrete-Time Markov Chain. SIAM J. Control. Optim. 46 (4) (2007)