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Zongxia Liang
Publication Activity (10 Years)
Years Active: 2010-2023
Publications (10 Years): 2
Top Topics
Linear Constraints
Classification Process
Portfolio Selection
Optimization Criteria
Top Venues
SIAM J. Control. Optim.
Eur. J. Oper. Res.
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Publications
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Guohui Guan
,
Zongxia Liang
,
Yi Xia
Optimal management of DC pension fund under the relative performance ratio and VaR constraint.
Eur. J. Oper. Res.
305 (2) (2023)
Zongxia Liang
,
Yang Liu
A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints.
SIAM J. Control. Optim.
58 (6) (2020)
Zongxia Liang
,
Weiming Wu
,
Shuqing Jiang
Stock loan with automatic termination clause, cap and margin.
Comput. Math. Appl.
60 (12) (2010)