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
jang HJ, jia L, Zheng H, Why should we invest in CoCos than stocks? An optimal growth portfolio approach, The European Journal of Finance, ISSN:1351-847X
gu J, Steffensen M, Zheng H, A Note on P- vs. Q-Expected Loss Portfolio Constraints, Quantitative Finance, ISSN:1469-7688
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
Zheng H, gu J, Si S, Constrained utility deviation-risk optimization and time-consistent HJB equation, Siam Journal on Control and Optimization, ISSN:0363-0129
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