Xun Yu Zhou,: search on Z-Library

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1

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH STATE-DEPENDENT RISK AVERSION

Tomas Björk, Agatha Murgoci, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2012

Language:

english

File:

PDF, 749 KB

english, 2012

2

A NOTE ON SEMIVARIANCE

Hanqing Jin, Harry Markowitz, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2006

Language:

english

File:

PDF, 84 KB

english, 2006

3

Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls

Rami, M.A., Xun Yu Zhou,

Journal:

IEEE Transactions on Automatic Control

Year:

2000

Language:

english

File:

PDF, 681 KB

english, 2000

4

Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints

Li, Xun, Zhou, Xun Yu, Lim, Andrew E. B.

Journal:

SIAM Journal on Control and Optimization

Year:

2002

Language:

english

File:

PDF, 194 KB

english, 2002

5

Non-uniform temperature field and effect on construction of large-span steel structures

Zhou, Meng, Fan, Jian-Sheng, Liu, Yu-Fei, Zhang, Jin-Xun, Duan, Xian-Jun, Lei, Su-Su

Journal:

Automation in Construction

Year:

2020

File:

PDF, 3.22 MB

2020

6

Thou shalt buy and hold

Shiryaev, Albert, Xu¶, Zuoquan, Zhou, Xun Yu

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 222 KB

english, 2008

7

A new tuberous species of Begonia sect. Diploclinium endemic to Danxia landforms in central China

TIAN, DAI-KE, LI, CHUN, YU, XUN-LIN, ZHOU, JIAN-LIN, LIU, KE-MING, SHU, JIANG-PING, ZHOU, XI-LE, XIAO, YAN

Journal:

Year:

2019

Language:

english

File:

PDF, 3.80 MB

english, 2019

8

Response to comment on ‘Thou shalt buy and hold’

Shiryaev, Albert, Xu, Zuoquan, Zhou, Xun Yu

Journal:

Quantitative Finance

Year:

2008

Language:

english

File:

PDF, 90 KB

english, 2008

9

A Novel Surgery Classification for Endoscopic Approaches to Middle Ear Cholesteatoma

Sun, Yu, Wang, En-hao, Yu, Jin-tao, Zhong, Gang, Zhu, Li-xin, Wang, Yi, Xun, Niu, Yu, Hong, Zhou, Wen, Xie, Zhen, Zhang, Kun, Fan, Guo-run, Zhong, Yi, Xiao, Hong-jun, Kong, Wei-jia

Journal:

Current Medical Science

Year:

2020

Language:

english

File:

PDF, 2.20 MB

english, 2020

10

Rhodium-Catalyzed Asymmetric Hydrogenation of Functionalized Olefins Using Monodentate Spiro Phosphoramidite Ligands

Fu, Yu, Guo, Xun-Xiang, Zhu, Shou-Fei, Hu, Ai-Guo, Xie, Jian-Hua, Zhou, Qi-Lin

Journal:

Journal of Organic Chemistry

Year:

2004

Language:

english

File:

PDF, 152 KB

english, 2004

11

Continuousâtime meanâvariance portfolio selection: A reinforcement learning framework

Wang, Haoran, Zhou, Xun Yu

Journal:

Mathematical Finance

Year:

2020

File:

PDF, 944 KB

2020

12

General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion

Huang, Yu‐Jui, Nguyen‐Huu, Adrien, Zhou, Xun Yu

Journal:

Mathematical Finance

Year:

2020

File:

PDF, 487 KB

2020

13

Evaluation of the structure and fuel properties of lignocelluloses through carbon dioxide torrefaction

Li, Ming-Fei, Chen, Le-Xuan, Li, Xun, Chen, Chang-Zhou, Lai, Yi-Chao, Xiao, Xiao, Wu, Yu-Ying

Journal:

Energy Conversion and Management

Year:

2016

Language:

english

File:

PDF, 1.92 MB

english, 2016

14

[IEEE 2018 19th International Conference on Electronic Packaging Technology (ICEPT) - Shanghai, China (2018.8.8-2018.8.11)] 2018 19th International Conference on Electronic Packaging Technology (ICEPT) - New Surface Treatment Method for Silver AlloyWire and Its Performance Evaluation

Yang, Bin, Cui, Chengqiang, Zhang, Yu, Zhang, Kai, Zhou, Zhangqiao, Chen, Xun, Chen, Xin, Gao, Jian, He, Yunbo, Tang, Hui, Chen, Yun

Year:

2018

Language:

english

File:

PDF, 5.34 MB

english, 2018

15

Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment

He, Xue Dong, Zhou, Xun Yu

Journal:

Management Science

Year:

2011

Language:

english

File:

PDF, 323 KB

english, 2011

16

Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model

Zhou, Xun Yu, Yin, G.

Journal:

SIAM Journal on Control and Optimization

Year:

2003

Language:

english

File:

PDF, 197 KB

english, 2003

17

Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls

Rami, M.A., Xi Chen,, Moore, J.B., Xun Yu Zhou,

Journal:

IEEE Transactions on Automatic Control

Year:

2001

Language:

english

File:

PDF, 341 KB

english, 2001

18

Novel octapeptide-DTX prodrugs targeting MMP-7 as effective agents for the treatment of colorectal cancer with lower systemic toxicity

Liu, Zheng-Yu, Tang, Mei-Lin, Ning, Jinfeng, Hao, Yun-Peng, Zhou, Lu, Sun, Xun

Journal:

European Journal of Medicinal Chemistry

Year:

2020

File:

PDF, 1018 KB

2020

19

Major, trace and rare earth elements geochemistry of geothermal waters from the Rehai high-temperature geothermal field in Tengchong of China

Wang, Mengmeng, Zhou, Xun, Liu, Yu, Xu, Hongfei, Wu, Yanqiu, Zhuo, Linyang

Journal:

Applied Geochemistry

Year:

2020

File:

PDF, 7.65 MB

2020

20

ARROW-DEBREU EQUILIBRIA FOR RANK-DEPENDENT UTILITIES

Xia, Jianming, Zhou, Xun Yu

Journal:

Mathematical Finance

Year:

2016

Language:

english

File:

PDF, 346 KB

english, 2016

21

OPTIMAL INSURANCE DESIGN UNDER RANK-DEPENDENT EXPECTED UTILITY

Bernard, Carole, He, Xuedong, Yan, Jia-An, Zhou, Xun Yu

Journal:

Mathematical Finance

Year:

2015

Language:

english

File:

PDF, 498 KB

english, 2015

22

HOPE, FEAR, AND ASPIRATIONS

He, Xue Dong, Zhou, Xun Yu

Journal:

Mathematical Finance

Year:

2016

Language:

english

File:

PDF, 1.19 MB

english, 2016

23

Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection

Hu, Ying, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2005

Language:

english

File:

PDF, 258 KB

english, 2005

24

Stochastic Linear-Quadratic Control via Semidefinite Programming

Yao, David D., Zhang, Shuzhong, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2001

Language:

english

File:

PDF, 233 KB

english, 2001

25

On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations

Journal:

SIAM Journal on Control and Optimization

Year:

1992

Language:

english

File:

PDF, 1.30 MB

english, 1992

26

Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights

Lim, A.E.B., Xun Yu Zhou,

Journal:

IEEE Transactions on Automatic Control

Year:

1999

Language:

english

File:

PDF, 297 KB

english, 1999

27

A generalized Neyman–Pearson lemma forg-probabilities

Shaolin Ji, Xun Yu Zhou

Journal:

Probability Theory and Related Fields

Year:

2010

Language:

english

File:

PDF, 289 KB

english, 2010

28

Myopic loss aversion, reference point, and money illusion

He, Xue Dong, Zhou, Xun Yu

Journal:

Quantitative Finance

Year:

2014

Language:

english

File:

PDF, 638 KB

english, 2014

29

Reliability analysis of diesel engine crankshaft based on 2D stress strength interference model

Xun Zhou, Xiao-li Yu

Journal:

Journal of Zhejiang University SCIENCE A

Year:

2006

Language:

english

File:

PDF, 366 KB

english, 2006

30

Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs

Chen, Shuping, Li, Xunjing, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

1998

Language:

english

File:

PDF, 308 KB

english, 1998

31

Stochastic Control for Linear Systems Driven by Fractional Noises

Hu, Yaozhong, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2005

Language:

english

File:

PDF, 319 KB

english, 2005

32

PORTFOLIO CHOICE VIA QUANTILES

Xue Dong He, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2011

Language:

english

File:

PDF, 255 KB

english, 2011

33

Optimal feedback controls in deterministic two-machine flowshops with finite buffers

Ngo Tai Fong, Xun Yu Zhou

Journal:

IEEE Transactions on Automatic Control

Year:

2000

Language:

english

File:

PDF, 229 KB

english, 2000

34

[IEEE 2016 International Conference on Digital Image Computing: Techniques and Applications (DICTA) - Gold Coast, Australia (2016.11.30-2016.12.2)] 2016 International Conference on Digital Image Computing: Techniques and Applications (DICTA) - Boosting Radial Strings for 3D Face Recognition with Expressions and Occlusions

Yu, Xun, Gao, Yongsheng, Zhou, Jun

Year:

2016

Language:

english

File:

PDF, 1.01 MB

english, 2016

35

Clinical application of plasma mitochondrial DNA content in patients with lung cancer

Chen, Jianhua, Zhang, Lemeng, Yu, Xun, Zhou, Hui, Luo, Yongzhong, Wang, Wei, Wang, Lijing

Journal:

Oncology Letters

Year:

2018

File:

PDF, 1.32 MB

2018

36

Sufficient conditions of optimality for stochastic systems with controllable diffusions

Journal:

IEEE Transactions on Automatic Control

Year:

1996

Language:

english

File:

PDF, 432 KB

english, 1996

37

Continuous-Time Markowitz's Model with Transaction Costs

Dai, Min, Xu, Zuo Quan, Zhou, Xun Yu

Journal:

SIAM Journal on Financial Mathematics

Year:

2010

Language:

english

File:

PDF, 405 KB

english, 2010

38

Erratum: "A Corrected Proof of the Stochastic Verification Theorem within the Framework of Viscosity Solutions"

Gozzi, Fausto, Święch, Andrzej, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2010

Language:

english

File:

PDF, 107 KB

english, 2010

39

[IEEE 2014 22nd International Conference on Pattern Recognition (ICPR) - Stockholm, Sweden (2014.8.24-2014.8.28)] 2014 22nd International Conference on Pattern Recognition - Face Recognition Using 3D Directional Corner Points

Yu, Xun, Gao, Yongsheng, Zhou, Jun

Year:

2014

Language:

english

File:

PDF, 491 KB

english, 2014

40

Study on Incompatibility of Traditional Chinese Medicine: Evidence from Formula Network, Chemical Space, and Metabolism Room

Long, Wei, Zhang, Xiao-Dong, Wu, Hong-Ying, Jin, Jin, Yu, Guang-Yun, He, Xin, Wang, Hao, Shen, Xiu, Zhou, Ze-Wei, Liu, Pei-Xun, Fan, Sai-Jun

Journal:

Evidence-based Complementary and Alternative Medicine

Year:

2013

Language:

english

File:

PDF, 3.54 MB

english, 2013

41

GPU-accelerated visualisation of ADS granular flow target model

Tian, Yan Shan, Zhou, Qingguo, Sun, Hong Yu, Wu, Jiong, Zhang, Xun Chao, Li, Kuan Ching

Journal:

International Journal of High Performance Computing and Networking

Year:

2015

Language:

english

File:

PDF, 1.50 MB

english, 2015

42

Melatonin Reduces Androgen Production and Upregulates Heme Oxygenase-1 Expression in Granulosa Cells from PCOS Patients with Hypoestrogenia and Hyperandrogenia

Yu, Kun, Wang, Rong-Xiang, Li, Meng-Hui, Sun, Tie-Cheng, Zhou, Yi-Wen, Li, Yuan-Yuan, Sun, Li-Hua, Zhang, Bao-Lu, Lian, Zheng-Xing, Xue, Song-Guo, Liu, Yi-Xun, Deng, Shou-Long

Journal:

Oxidative Medicine & Cellular Longevity

Year:

2019

File:

PDF, 2.89 MB

2019

43

A mean-field stochastic maximum principle via Malliavin calculus

Meyer-Brandis, Thilo, Øksendal, Bernt, Zhou, Xun Yu

Journal:

Stochastics An International Journal of Probability and Stochastic Processes

Year:

2012

Language:

english

File:

PDF, 232 KB

english, 2012

44

Diol glycidyl ether-bridged low molecular weight PEI as potential gene delivery vehicles

Guo, Qian, Liu, Yan-Hong, Xun, Miao-Miao, Zhang, Ji, Huang, Zheng, Zhou, Xue-Dong, Yu, Xiao-Qi

Journal:

Journal of Materials Chemistry B

Year:

2015

Language:

english

File:

PDF, 2.31 MB

english, 2015

45

Primulina suichuanensis sp. nov. (Gesneriaceae) from Danxia landform in Jiangxi, China

Zhou, Da-Song, Zhou, Jian-Jun, Li, Ming, Yu, Xun-Lin

Journal:

Nordic Journal of Botany

Year:

2016

Language:

english

File:

PDF, 6.57 MB

english, 2016

46

ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME”

Hanqing Jin, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2010

Language:

english

File:

PDF, 65 KB

english, 2010

47

STOCK LOANS

Jianming Xia, Xun Yu Zhou

Journal:

Mathematical Finance

Year:

2007

Language:

english

File:

PDF, 107 KB

english, 2007

48

Portfolio Optimization Under a Minimax Rule

Cai, Xiaoqiang, Teo, Kok-Lay, Yang, Xiaoqi, Zhou, Xun Yu

Journal:

Management Science

Year:

2000

Language:

english

File:

PDF, 576 KB

english, 2000

49

SlHY5 Integrates Temperature, Light and Hormone Signaling to Balance Plant Growth and Cold Tolerance

Wang, Feng, Zhang, Luyue, Chen, Xiaoxiao, Wu, Xiaodan, Xiang, Xun, Zhou, Jie, Xia, Xiaojian, Shi, Kai, Yu, Jingquan, Foyer, Christine H., Zhou, Yan-Hong

Journal:

PLANT PHYSIOLOGY

Year:

2018

Language:

english

File:

PDF, 3.14 MB

english, 2018

50

Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations

Qian, Zhongmin, Zhou, Xun Yu

Journal:

SIAM Journal on Control and Optimization

Year:

2013

Language:

english

File:

PDF, 160 KB

english, 2013

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