Meet ApplyKite Twin, the application assistant that learns with you

Meet your Twin, it learns with you

Your Twin learns with you

Launch week codes:30% off annual Pro20% off monthly Pro

Ends in00h00m00s

Zuo Quan Xu

Assistant/Associate/Full Professor

The Hong Kong Polytechnic University

Hong Kong

Research Interests

Articles (20)

Year:

2026

Year:

2026

Year:

2026

Year:

2026

Year:

2026

Year:

2025

Year:

2025

Year:

2025

Year:

2025

Year:

2025

Year:

2025

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Year:

2023

Year:

2023

Collaborators (3)

Pengyu Wei

Assistant Professor

Nanyang Technological University (NTU)

SINGAPORE

View details

Min Dai

Hung Hing Ying Chair Professor of International Economics and Finance

City University of Hong Kong

HONG KONG

View details

Bin Zou

Assistant Professor

University of Connecticut

UNITED STATES

View details

ApplyKite TwinLearns as you apply

Make your next move.

Prepare your application

Review drafts before you send them.

Zuo Quan Xu

Research Interests

Articles (20)

Learning to Optimally Stop Diffusion Processes, with Financial Applications

Optimal Control of Stochastic Homogeneous Systems

De Finetti’s Problem with Fixed Transaction Costs and Regime Switching

Optimal Dividend Payout with Path-dependent Drawdown Constraint

Constrained Stochastic Linear Quadratic Control Under Regime Switching with Controlled Jump Size

A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching

Comparison Theorems for Multidimensional BSDEs with Jumps and Applications to Constrained Stochastic Linear-Quadratic Control

Optimal mean–variance portfolio selection under regime-switching-induced stock price shocks

Dynamic growth-optimal portfolio choice under risk control

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear–Quadratic Mean-Field Control Problems

Optimal Consumption–Investment with Constraints in a Regime Switching Market with Random Coefficients

Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles

Multidimensional Indefinite Stochastic Riccati Equations and Zero-Sum Stochastic Linear-Quadratic Differential Games with Non-Markovian Regime Switching

Optimal Ratcheting of Dividend Payout Under Brownian Motion Surplus

Constrained monotone mean–variance investment-reinsurance under the Cramér–Lundberg model with random coefficients

Optimal Investment, Heterogeneous Consumption, and Best Time for Retirement

Constrained mean-variance investment-reinsurance under the Cramér–Lundberg model with random coefficients

Relative Growth Rate Optimization Under Behavioral Criterion\ast

Continuous-Time Markowitz’s Mean-Variance Model Under Different Borrowing and Saving Rates

Robust utility maximisation with intractable claims

Collaborators (3)

Pengyu Wei

Min Dai

Bin Zou

Make your next move.