Harry Zheng

Harry Zheng

Imperial College London - London / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1597847
person_outline Harry Zheng's MOST POPULAR ARTICLES
1-) Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension planY Dong, H ZhengEuropean Journal of Operational Research 281 (2), 341-356, 2020522020
2-) Optimal investment of DC pension plan under short-selling constraints and portfolio insuranceY Dong, H ZhengInsurance: Mathematics and Economics 85, 47-59, 2019622019
3-) Necessary conditions for optimal control problems with state constraintsR Vinter, H ZhengTransactions of the American Mathematical Society 350 (3), 1181-1204, 1998571998
4-) The extended Euler--Lagrange condition for nonconvex variational problemsR Vinter, H ZhengSIAM journal on control and optimization 35 (1), 56-77, 1997501997
5-) Smooth value functions for a class of nonsmooth utility maximization problemsB Bian, S Miao, H ZhengSIAM Journal on Financial Mathematics 2 (1), 727-747, 2011462011