Zongxia Liang

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2026 J jnl
Robust n-Agent Heterogeneous Investment-Consumption Game Under α-Maxmin Mean-Variance-Utility Criterion.
J. Optim. Theory Appl.
Guohui Guan, Zongxia Liang
2025 J jnl
Comparison Between Mean-Variance and Monotone Mean-Variance Preferences Under Jump Diffusion and Stochastic Factor Model.
Math. Oper. Res.
Yuchen Li, Zongxia Liang, Shunzhi Pang
2025 J jnl
Comparison between mean-variance and monotone mean-variance preferences in general markets: A new perspective.
Oper. Res. Lett.
Yuchen Li, Zongxia Liang, Shunzhi Pang
2025 J jnl
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences.
Math. Oper. Res.
Guohui Guan, Zongxia Liang, Jianming Xia
2025 J jnl
N-player and mean field games among fund managers considering excess logarithmic returns.
Ann. Oper. Res.
Guohui Guan, Jiaqi Hu, Zongxia Liang
2025 J jnl
Retirement Decision with Addictive Habit Persistence in a Jump Diffusion Market.
SIAM J. Financial Math.
Guohui Guan, Qitao Huang, Zongxia Liang, Fengyi Yuan
2025 J jnl
Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences.
SIAM J. Financial Math.
Zongxia Liang, Sheng Wang, Jianming Xia
2025 J jnl
Stackelberg Reinsurance and Premium Decisions with MV Criterion and Irreversibility.
SIAM J. Financial Math.
Zongxia Liang, Xiaodong Luo
2024 J jnl
Equilibria for Time-Inconsistent Singular Control Problems.
SIAM J. Control. Optim.
Zongxia Liang, Xiaodong Luo, Fengyi Yuan
2024 J jnl
Time-Inconsistent Mean Field and \({n}\)-Agent Games under Relative Performance Criteria.
SIAM J. Financial Math.
Zongxia Liang, Keyu Zhang
2023 J jnl
Optimal management of DC pension fund under the relative performance ratio and VaR constraint.
Eur. J. Oper. Res.
Guohui Guan, Zongxia Liang, Yi Xia
2020 J jnl
A Classification Approach to General S-Shaped Utility Optimization with Principals' Constraints.
SIAM J. Control. Optim.
Zongxia Liang, Yang Liu
2010 J jnl
Stock loan with automatic termination clause, cap and margin.
Comput. Math. Appl.
Zongxia Liang, Weiming Wu, Shuqing Jiang