| Optimal investment and risk control policies for an insurer: Expected utility maximization B Zou, A Cadenillas Insurance: Mathematics and Economics 58, 57-67, 2014 | 65 | 2014 |
| Hedging with automatic liquidation and leverage selection on bitcoin futures C Alexander, J Deng, B Zou European Journal of Operational Research 306 (1), 478-493, 2023 | 21* | 2023 |
| Explicit solutions of optimal consumption, investment and insurance problems with regime switching B Zou, A Cadenillas Insurance: Mathematics and Economics 58, 159-167, 2014 | 20 | 2014 |
| Optimal bitcoin trading with inverse futures J Deng, H Pan, S Zhang, B Zou Annals of Operations Research 304, 139-161, 2021 | 19 | 2021 |
| Minimum-Variance Hedging of Bitcoin Inverse Futures J Deng, H Pan, S Zhang, B Zou Applied Economics 52 (58), 6320-6337, 2020 | 19 | 2020 |
| Stackelberg differential game for insurance under model ambiguity J Cao, D Li, VR Young, B Zou Insurance: Mathematics and Economics 106, 128-145, 2022 | 18 | 2022 |
| Optimal investment with transaction costs under cumulative prospect theory in discrete time B Zou, R Zagst Mathematics and Financial Economics 11, 393-421, 2017 | 15 | 2017 |
| Optimal investment and liability ratio policies in a multidimensional regime switching model B Zou, A Cadenillas Risks 5 (1), 6, 2017 | 14 | 2017 |
| Systemic risk and optimal fee for central clearing counterparty under partial netting Z Cui, Q Feng, R Hu, B Zou Operations Research Letters 46 (3), 306-311, 2018 | 12* | 2018 |
| Reinsurance games with two reinsurers: tree versus chain J Cao, D Li, VR Young, B Zou European Journal of Operational Research 310 (2), 928-941, 2023 | 11 | 2023 |
| A mathematical analysis of technical analysis M Lorig, Z Zhou, B Zou Applied Mathematical Finance 26 (1), 38-68, 2019 | 10 | 2019 |
| Stackelberg differential game for insurance under model ambiguity: general divergence J Cao, D Li, VR Young, B Zou Scandinavian Actuarial Journal 2023 (7), 735-763, 2023 | 7 | 2023 |
| Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models Y Shen, B Zou SIAM Journal on Financial Mathematics 13 (4), SC99-112, 2022 | 7 | 2022 |
| Mean-variance portfolio selection in contagious markets Y Shen, B Zou SIAM Journal on Financial Mathematics 13 (2), 391-425, 2022 | 7 | 2022 |
| Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process Y Shen, B Zou Insurance: Mathematics and Economics 97, 68-80, 2021 | 7 | 2021 |
| Optimal investment in hedge funds under loss aversion B Zou International Journal of Theoretical and Applied Finance 20 (03), 1750014, 2017 | 7 | 2017 |
| Stackelberg reinsurance chain under model ambiguity J Cao, D Li, VR Young, B Zou Scandinavian Actuarial Journal 2024 (4), 329-360, 2024 | 6 | 2024 |
| Optimal Fee Structure of Variable Annuities G Wang, B Zou Insurance: Mathematics and Economics 101, 587-601, 2021 | 6 | 2021 |
| A perturbation approach to optimal investment, liability ratio, and dividend strategies Z Jin, Z Quan Xu, B Zou Scandinavian Actuarial Journal 2022 (2), 165-188, 2022 | 5 | 2022 |
| Stochastic control in optimal insurance and investment with regime switching B Zou | 4 | 2015 |
Virginia R. YoungDepartment of Mathematics, University of Michigan在 umich.edu 的电子邮件经过验证
