DEPARTMENT OF APPLIED MATHEMATICS 82 Email zhaoli.jiang@polyu.edu.hk Qualification BSc (University of Science and Technology of China) PhD (The Chinese University of Hong Kong) ORCID ID 0000-0003-3323-6725 Dr JIANG Zhaoli Assistant Professor Research Areas (1) Portfolio Selection (2) Corporate Finance (3) Stochastic Control Achievement • Honorable Mention in the Best Student Paper Competition, Financial Services Section, INFORMS Annual Meeting, 2018 Representative Publications • Strategic Investment under Uncertainty with First- and Second-mover Advantages (with Min Dai and Neng Wang): working paper, 2022. CICF 2023, AFA 2024 • Portfolio Selection under Median and Quantile Maximization (with Xuedong He and Steven Kou): working paper, 2022 • Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth (with Xuedong He): Mathematics of Operations Research, Volume 47, Issue 1, Pages 587-615, 2022 • On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time (with Xuedong He): SIAM Journal on Control and Optimization, Volume 59, Issue 5, Pages 38603886, 2021
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