118 citations · 344 across the 34 of their papers we have counts for
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math.OC2014
A Note on the Monge-Kantorovich Problem in the Plane
Zuo Quan Xu, Jia-An Yan
The Monge-Kantorovich mass-transportation problem has been shown to be fundamental for various basic problems in analysis and geometry in recent years. Shen and Zheng (2010) propos…
q-fin.RM2014
Investment under Duality Risk Measure
Zuo Quan Xu
One index satisfies the duality axiom if one agent, who is uniformly more risk-averse than another, accepts a gamble, the latter accepts any less risky gamble under the index. Auma…
q-fin.PM2014★ 19 cited
An Optimal Consumption-Investment Model with Constraint on Consumption
Zuo Quan Xu, Fahuai Yi
A continuous-time consumption-investment model with constraint is considered for a small investor whose decisions are the consumption rate and the allocation of wealth to a risk-fr…