DEPARTMENT OF APPLIED MATHEMATICS 101 Email zuoquan.xu@polyu.edu.hk Qualification BSc (Nankai University) MPhil (Peking University) PhD (The Chinese University of Hong Kong) ORCID ID 0000-0001-6824-1634 Dr XU Zuoquan Associate Professor Research Overview My general research interests include mathematical finance and stochastic control. Representative Publications • Constrained stochastic LQ control with regime switching and application to portfolio selection, Ann. Appl. Probab., 2022, 32, 426–460 • Optimal investment, heterogeneous consumption and the best time for retirement, Oper. Res., 2022, published online • Optimal insurance under rank-dependent utility and incentive compatibility, Math. Finance, 29, 2019, 659–692 • A note on the quantile formulation, Math. Finance, 26, 2016, 589–601 • Optimal stopping under probability distortion, Ann. Appl. Probab., 2013, 23, 251–282 • Optimal redeeming strategy of stock loans with finite maturity, Math. Finance, 21, 2011, 775–793 • A convex stochastic optimization problem arising from portfolio selection, Math. Finance, 18, 2008, 171–184 • Thou shalt buy and hold, Quant. Financ., 8, 2008, 765–776 Awards and Achievements • Best Teacher Award, Department of Applied Mathematics, 2018 • Best Paper Award, Department of Applied Mathematics, 2014 • Nomura Research Fellow, 2007-2010 Professional Services • Mathematics of Operations Research, Associate Editor • Mathematics, Guest Editor
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