Scholar
harry zheng
Google Scholar ID: EhBw0ugAAAAJ
imperial college
Citations & Impact
Citations
636
H-index
12
i10-index
20
Publications
20
Co-authors
0
Contact
Publications
Browse publications on Google Scholar (top-right) ↗
Resume (English only)
Academic Achievements
- 2025, Stochastic Processes and Their Applications: 'Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets' with Z. Feng and D. Tian
- 2025, Mathematical Control and Related Fields: 'Weak Convergence of Utility-Risk Portfolios' with K.C. Wong, S.C.P. Yam, and H. Yang
- 2025, Mathematics of Operations Research: 'A Simple Integral Equation Approach for Optimal Investment Stopping Problems with Partial Information' with J. Xing and J. Ma
- 2025, Communications in Optimization Theory: 'S Shaped Utility Maximisation with a Random Reference Point' with A. Davey
- 2025, Automatica: 'Mean Field Analysis of Two-Party Governance: Competition versus Cooperation among Leaders' with D. Chu, K.T.H. Ng, and S.C.P. Yam
- 2024, Operations Research: 'Optimal Investment, Heterogeneous Consumption and Best Time for Retirement' with H.J. Jang and Z.Q. Xu
- 2023, Operations Research: 'Portfolio Selection, Periodic Evaluations and Risk Taking' with A. Tse
- 2023, Journal of Optimization Theory and Applications: 'Duality Method for Multidimensional Nonsmooth Constrained Linear Convex Stochastic Control' with EJC Dela Vega
- 2023, Dynamic Games and Applications: 'Deep Neural Network Solution for Finite State Mean Field Game with Error Estimation' with J.L. Luo
- 2023, Finance and Stochastics: 'Speculative Trading, Prospect Theory and Transaction Costs' with A.S.L. Tse
Co-authors