Dr Zheng's research is stochastic control and optimization and financial mathematics.
Dr Zheng's personal web page can be found at http://www.ma.ic.ac.uk/~hz
Gu J-W, Steffensen M, Zheng H, 2020, A note on P- vs. Q-expected loss portfolio constraints, Quantitative Finance, ISSN:1469-7688
Jang HJ, Jia L, Zheng H, 2020, Why should we invest in CoCos than stocks? An optimal growth portfolio approach, The European Journal of Finance, Vol:26, ISSN:1351-847X, Pages:1606-1622
Zheng H, gu J, Si S, 2020, Constrained utility deviation-risk optimization and time-consistent HJB equation, Siam Journal on Control and Optimization, Vol:58, ISSN:0363-0129, Pages:866-894
Dong Y, Zheng H, 2020, Optimal investment with S-shaped utility and trading and value at risk constraints: An application to defined contribution pension plan, European Journal of Operational Research, Vol:281, ISSN:0377-2217, Pages:341-356
Ma J, Li W, Zheng H, 2020, Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model, European Journal of Operational Research, Vol:280, ISSN:0377-2217, Pages:428-440