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researcher

Harry Zheng

5 papers hereh-index 17984 citations91 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • sole author1
  • last author3

Across the 4 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.CP2
  • q-fin.PM1
  • q-fin.PR1
  • q-fin.RM1
same name
  • Harry Zheng — 3 papers

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20102013
most citedConstrained NonSmooth Utility Maximization on the Positive Real Line

1 citations · 2 across the 5 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.PM2012★ 1 cited

Smooth Value Function with Applications in Wealth-CVaR Efficient Portfolio and Turnpike Property

Baojun Bian, Harry Zheng

In this paper we continue the study of Bian-Miao-Zheng (2011) and extend the results there to a more general class of utility functions which may be bounded and non-strictly-concav…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.