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What's New
16-Mar-2020
[Cancellation] Differential Inclusions in Optimal Control of Deterministic and Stochastic Systems
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11-Feb-2020
[Cancellation] Stochastic Trust-region Methods with Trust-region Radius Depending on Probabilistic Models
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17-Dec-2019
[Cancellation] Due to the unforeseen condition on PolyU campus, please note that the Colloquim talk by Prof...
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10-Dec-2019
AMA UGC Teaching and Learning PALMS Project has won 7 International Educational Awards, 10 Dec 2019
Read Mode 02-Dec-2019
[Cancellation] Due to the unforeseen condition on PolyU campus, please note that the Distinguished Lectures...
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04-Sep-2019
Media reports on “AMA’s Active Learning Pedagogies and Mobile Applications in University STEM Education”, 4...
Read Mode 29-Aug-2019
AMA Seminar: Inverting the Markovian Projection with an Application to Local Stochastic Volatility Models
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12-Jul-2019
Congratulations to Miss Lee Ka Yi, our Investment Science graduate, for receiving the Medal of Honour (MH) ...
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11-Jul-2019
Congratulations to Mr. Salihu Sabiu Musa for winning the Best Research Paper Presentation Award presented b...
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02-Jul-2019
Congratulations to the following colleagues for receiving the RGC GRF in 2019-2020: Chen XJ, He DH, James H...
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25-May-2019
Dr. Yang Lei, AMA alumnus, won 2018-2019 Hong Kong Mathematical Society Best Thesis Award
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25-May-2019
Dr. Wang Zhi-an received 2019 Hong Kong Mathematical Society Award for Young Scholars
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27-Jan-2019
Drs. James Huang and Li Xun won 2018 Outstanding Achievement Award in Scientific Research for Institution o...
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12-Dec-2018
Chair Professors Jian Huang and Liqun Qi recognized as Highly Cited Researchers 2018
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08-Nov-2018
The Chinese Academy of Sciences (CAS) approved the CAS AMSS-PolyU Joint Lab of Applied Mathematics
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15-Oct-2018
Dr. He and his co-authors receives the Second Prize for the 2019 Award for Outstanding Research Articles in...
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16-Jul-2018
Prof. Sun Defeng awarded the triennial Beale--Orchard-Hays Prize for Excellence in Computational Mathematic...
Read ModeAcademic Staff
Associate Professor
Dr. Xu Zuoquan
許左權博士
BSc, MPhil, Ph.D.
Qualifications
- Ph.D. (Financial Engineering), The Chinese University of Hong Kong, 2007
- M.Phil. (Mathematical Finance and Insurance), Peking University, China, 2003
- BSc, (Mathematics), Nankai University, China, 2001
Research Interests
- Mathematical finance, quantitative behavioral finance, insurance, stochastic control
Selected Publications
- Li, Y., and Xu Z. Q., Optimal Insurance Design with a Bonus, Insurance Mathematics and Economics, to appear
- Hou D., and Xu Z. Q., A Robust Markowitz Mean-Variance Portfolio Selection Model with an Intractable Claim, SIAM Journal on Financial Mathematics, Vol.7 (2016), 124–151.
- Xu Z. Q., A Note on the Quantile Formulation, Mathematical Finance, Vol.26 (2016), 589–601.
- Xu Z. Q., and Yan J. A., A Note on the Monge-Kantorovich Problem in the Plane, Communications on Pure and Applied Analysis, Vol.14 (2015), 517-525.
- Xu Z. Q., Investment under Duality Risk Measure, European Journal of Operational Research, Vol.239 (2014), 786-793.
- Xu Z. Q., and Zhou X. Y., Optimal Stopping under Probability Distortion, Annals of Applied Probability, Vol.23 (2013), 251-282.
- Dai M. and Xu. Z. Q., Optimal Redeeming Strategy of Stock Loans with Finite Maturity, Mathematical Finance, Vol.21 (2011), 775-793.
- Shiryaev A., Xu Z. Q., and Zhou X. Y., Thou Shalt Buy and Hold, Quantitative Finance, Vol.8 (2008), 765-776.
- Jin H., Xu Z. Q., and Zhou X. Y., A Convex Stochastic Optimization Problem Arising from Portfolio Selection, Mathematical Finance, Vol.18 (2008), 171-184.
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