Zongxia Liang
- Equilibria for Time-inconsistent Singular Control Problems
2023/10/13 by Zongxia Liang, Liang, Zongxia, Xiaodong Luo +3 · 3 citations
Mathematics · #FOS: Mathematics #Navier-Stokes equation solutions #Optimization and Control (math.OC)
- Dynamic portfolio selection for nonlinear law-dependent preferences
2023/11/12 by Zongxia Liang, Jianming Xia, Liang, Zongxia +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Stochastic processes and financial applications #Risk and Portfolio Optimization
- Equilibrium Portfolio Selection for Smooth Ambiguity Preferences
2023/02/16 by Guohui Guan, Zongxia Liang, Guan, Guohui +3 · 2 citations
Economics, Econometrics and Finance · Decision Sciences · #Economic theories and models #Stochastic processes and financial applications #Risk and Portfolio Optimization
- Time-inconsistent mean field and n-agent games under relative performance criteria
2023/12/22 by Zongxia Liang, Liang, Zongxia, Keyu Zhang +1 · 2 citations
Economics, Econometrics and Finance · #Economic Policies and Impacts #Economic theories and models #FOS: Economics and business #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF)
- A Framework of State-dependent Utility Optimization with General Benchmarks
2021/01/17 by Zongxia Liang, Liang, Zongxia, Yang Liu +3 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #49J55 #91B16 (Primary) 49K45 #91G80 (Secondary) #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Risk and Portfolio Optimization
- A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
2024/05/10 by Zongxia Liang, Liang, Zongxia, Yi Xia +3 · 1 citation
Economics, Econometrics and Finance · Social Sciences · #FOS: Economics and business #Insurance and Financial Risk Management #Insurance, Mortality, Demography, Risk Management #Mathematical Finance (q-fin.MF)
- Equilibrium for Regular-Singular Control under Mean-Variance Criterion
2026/07/29 by Zongxia Liang, Xiaodong Luo, Jiayu Zhang
Mathematics · #math.OC