Harry Zheng

899 total citations
72 papers, 502 citations indexed

About

Harry Zheng is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Harry Zheng has authored 72 papers receiving a total of 502 indexed citations (citations by other indexed papers that have themselves been cited), including 56 papers in Finance, 25 papers in Management Science and Operations Research and 20 papers in Economics and Econometrics. Recurrent topics in Harry Zheng's work include Stochastic processes and financial applications (49 papers), Credit Risk and Financial Regulations (21 papers) and Risk and Portfolio Optimization (19 papers). Harry Zheng is often cited by papers focused on Stochastic processes and financial applications (49 papers), Credit Risk and Financial Regulations (21 papers) and Risk and Portfolio Optimization (19 papers). Harry Zheng collaborates with scholars based in United Kingdom, China and Hong Kong. Harry Zheng's co-authors include Richard Vinter, Yinghui Dong, Baojun Bian, Lishang Jiang, Yusong Li, Philip D. Loewen, Wai-Ki Ching, Jingtang Ma, Guoping Xu and Sheng Miao and has published in prestigious journals such as European Journal of Operational Research, Operations Research and Journal of Banking & Finance.

In The Last Decade

Harry Zheng

64 papers receiving 451 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Harry Zheng United Kingdom	12	307	148	126	107	80	72	502
Qingshuo Song United States	14	244 0.8×	86 0.6×	79 0.6×	37 0.3×	56 0.7×	48	420
Nora Muler Argentina	9	159 0.5×	129 0.9×	134 1.1×	47 0.4×	127 1.6×	17	381
Michèle Vanmaele Belgium	14	347 1.1×	102 0.7×	121 1.0×	85 0.8×	112 1.4×	55	561
Hao Xing United States	11	251 0.8×	51 0.3×	132 1.0×	15 0.1×	32 0.4×	55	395
Edward Qian United States	10	346 1.1×	202 1.4×	189 1.5×	19 0.2×	22 0.3×	32	476
Ivar Massabó Italy	13	150 0.5×	34 0.2×	64 0.5×	81 0.8×	54 0.7×	42	392
Christoph Frei Canada	8	166 0.5×	70 0.5×	99 0.8×	15 0.1×	15 0.2×	37	449
Ralf Werner Germany	11	107 0.3×	210 1.4×	71 0.6×	105 1.0×	40 0.5×	25	348
Nikolai Dokuchaev Australia	9	324 1.1×	107 0.7×	176 1.4×	43 0.4×	57 0.7×	97	416
Carlo Marinelli Germany	10	230 0.7×	54 0.4×	65 0.5×	92 0.9×	22 0.3×	38	378

Countries citing papers authored by Harry Zheng

Since Specialization

Citations

This map shows the geographic impact of Harry Zheng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Harry Zheng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Harry Zheng more than expected).

Fields of papers citing papers by Harry Zheng

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Harry Zheng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Harry Zheng. The network helps show where Harry Zheng may publish in the future.

Co-authorship network of co-authors of Harry Zheng

This figure shows the co-authorship network connecting the top 25 collaborators of Harry Zheng. A scholar is included among the top collaborators of Harry Zheng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Harry Zheng. Harry Zheng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Zheng, Harry, et al.. (2022). Deep Neural Network Solution for Finite State Mean Field Game with Error Estimation. Dynamic Games and Applications. 13(3). 859–896. 3 indexed citations

Cesari, Riccardo & Harry Zheng. (2022). Stochastic Maximum Principle for Optimal Liquidation with Control-Dependent Terminal Time. Applied Mathematics & Optimization. 85(3). 1 indexed citations

Zheng, Harry, et al.. (2020). Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation. SIAM Journal on Control and Optimization. 58(2). 866–894. 7 indexed citations

Zheng, Harry, et al.. (2020). Dynamic Equilibrium of Market Making with Price Competition. Dynamic Games and Applications. 11(3). 556–579. 2 indexed citations

Dong, Yinghui & Harry Zheng. (2019). Optimal investment with S-shaped utility and trading and Value at Risk constraints: An application to defined contribution pension plan. European Journal of Operational Research. 281(2). 341–356. 46 indexed citations

Ma, Jingtang, et al.. (2019). Global Closed-Form Approximation of Free Boundary for Optimal Investment Stopping Problems. SIAM Journal on Control and Optimization. 57(3). 2092–2121. 5 indexed citations

Zheng, Harry, et al.. (2018). Contingent convertible bonds with the default risk premium. International Review of Financial Analysis. 59. 77–93. 4 indexed citations

Steffensen, Mogens, et al.. (2017). Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model. Mathematics of Operations Research. 43(2). 377–398. 12 indexed citations

Steffensen, Mogens, et al.. (2017). Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model. SSRN Electronic Journal.

10.

Ching, Wai-Ki, et al.. (2014). A hidden Markov reduced-form risk model. The HKU Scholars Hub (University of Hong Kong). 13. 190–196. 2 indexed citations

11.

Li, Yusong & Harry Zheng. (2014). Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models. Applied Mathematics & Optimization. 71(1). 39–77. 15 indexed citations

12.

Ching, Wai-Ki, et al.. (2013). On reduced-form intensity-based model with ‘trigger’ events. Journal of the Operational Research Society. 65(3). 331–339. 3 indexed citations

13.

Ching, Wai-Ki, et al.. (2013). On pricing basket credit default swaps. Quantitative Finance. 13(12). 1845–1854. 9 indexed citations

14.

Liang, Gechun, et al.. (2011). THE VALUATION OF THE BASKET CDS IN A PRIMARY-SUBSIDIARY MODEL. Asia Pacific Journal of Operational Research. 28(2). 213–238. 1 indexed citations

15.

Zheng, Harry, et al.. (2008). Jump liquidity risk and its impact on CVaR. The Journal of Risk Finance. 9(5). 477–492. 12 indexed citations

16.

Zheng, Harry. (2006). Efficient hybrid methods for portfolio credit derivatives. Quantitative Finance. 6(4). 349–357. 4 indexed citations

17.

Loewen, Philip D., Richard Vinter, & Harry Zheng. (2002). Necessary conditions in optimal control without differentiability. 1. 19–24. 1 indexed citations

18.

Granot, Frieda, et al.. (1998). Qualitative Sensitivity Analysis in Monotropic Programming. Mathematics of Operations Research. 23(3). 695–707. 2 indexed citations

19.

Vinter, Richard & Harry Zheng. (1997). The Extended Euler--Lagrange Condition for Nonconvex Variational Problems. SIAM Journal on Control and Optimization. 35(1). 56–77. 25 indexed citations

20.

Loewen, Philip D. & Harry Zheng. (1995). Epi-derivatives of integral functionals with applications. Transactions of the American Mathematical Society. 347(2). 443–459. 1 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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