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Senior Research Fellowship
in
2005
at Chinese University of Hong Kong
Professor Zhou Xunyu the Nomura Professor of Mathematical Finance at the University of Oxford, and a concurrently a professor of systems engineering at the Chinese University of Hong Kong. Professor Zhou is an internationally leading expert in the area of stochastic control and applications. He has made fundamental contributions to stochastic control by establishing a relation between maximum principle and dynamic programming, and by introducing and developing the indefinite stochastic LQ control theory. Subsequently, he ]turned his attention to financial applications, and established a systematic theory based on Markowitz’s Nobel-prize-winning mean-variance portfolio selection model.
Currently
Professor Zhou is currently working on problems associated with behavioural portfolio choice, financial models with ambiguity, stock loans evaluation, principal-agent problems and optimal stopping.
