Xun Yu Zhou

11.1k citations
158 papers · 6.8k indexed · 2 hit papers · h-index 41

Xun Yu Zhou

143 papers receiving 6.3k citations

Hit Papers

MEAN–VARIANCE PORTFOLIO OPTIMIZATION WITH ST...35019992026200820174008001.2k

Peers

Xun Yu Zhou
Comparison fields: 5 of 110
  • Finance 4.5k
  • General Decision Sciences 458
  • Management Science and Operations Research 2.8k
  • Demography 1.6k
  • Modeling and Simulation 404
Replace Shigē Péng with:
Shigē Péng China
Jiongmin Yong United States
Freddy Delbaen Switzerland
Nizar Touzi France
Dilip B. Madan United States
Ying Hu China
Minyi Huang Canada
Peter Carr United States
Peter E. Caines Canada
Jean‐Michel Lasry France
Xun Yu Zhou relative to Shigē Péng China Shigē Péng's profile →
Citations per field
00.5×6.5×
Shigē Péng · 1×
Citations per year

Countries citing papers authored by Xun Yu Zhou

Since Specialization
Citations

This map shows the geographic impact of Xun Yu Zhou'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 Xun Yu Zhou with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Xun Yu Zhou more than expected).

Fields of papers citing papers by Xun Yu Zhou

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Xun Yu Zhou. 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 Xun Yu Zhou. The network helps show where Xun Yu Zhou may publish in the future.

Co-authorship network

The 25 scholars most cited alongside Xun Yu Zhou, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Xun Yu Zhou Line = papers co-authored together Xun Yu Zhou links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown
#Work
1 20251
2 20251
3 20251
4 20251
5 20231
6 20224
7 20221
8
Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach
202047
9 20158
10 20155
11
The Uniqueness of Equilibrium for Time-Inconsistent Stochastic Linear-Quadratic Control
20152
12 201333
13 20109
14 2008225
15 200653
16 200325
17 20001
18
Stochastic controls : Hamiltonian systems and HJB equationsbreakdown →
19991222
19 199970
20 199256

About Xun Yu Zhou

Xun Yu Zhou is a scholar working on General Decision Sciences, Finance and Management Science and Operations Research, having authored 158 papers that have together received 6.8k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (72 papers), Risk and Portfolio Optimization (44 papers), Economic theories and models (35 papers), Financial Markets and Investment Strategies (31 papers), Decision-Making and Behavioral Economics (25 papers), Insurance, Mortality, Demography, Risk Management (21 papers), Stability and Control of Uncertain Systems (13 papers) and Matrix Theory and Algorithms (11 papers). The work is most often cited by research in Finance (4.5k citations), General Decision Sciences (458 citations) and Management Science and Operations Research (2.8k citations). Xun Yu Zhou has collaborated with scholars based in Hong Kong, United States and China. Frequent co-authors include Jiongmin Yong, Andrew E. B. Lim, Xue Dong He, Shuping Chen, Guosheng Yin, Hanqing Jin, Zuo Quan Xu, Tomas Björk, Agatha Murgoci and Mustapha Ait Rami. Their work appears in journals such as IEEE Transactions on Automatic Control, Management Science and Automatica.

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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