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~person:"Jia, Yanwei"
~person:"Wan, Xiangwei"
~type_genre:"Article in journal"
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Portfolio selection
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concavification principle
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entropy regularized exploration-exploitation
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equilibrium mean variance analysis
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Jia, Yanwei
Wan, Xiangwei
Dai, Min
40
Kwok, Yue-Kuen
11
Kou, Steven
6
Liu, Hong
4
Xu, Jing
4
Zhong, Yifei
4
Jin, Hanqing
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Yang, Chen
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Chen, Xinfu
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Chen, Yingshan
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Fang, Yongyan
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Goncalves-Pinto, Luis
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Jiang, Wei
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Keppo, Jussi
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Li, Peifan
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Min, Dai
2
Wang, Chengbin
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Xu, Yuhong
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Yang, Zhou
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Cai, Jiatu
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Chen, Nan
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Dong, Yuchao
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Dong, Yucheng
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Giroud, Xavier
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Hongbin, Wang
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Huang, Shan
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Jiang, Yipeng
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Li, Hongyi
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Li, Hui
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Liu, Chuanfeng
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Maull, Tim
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Qian, Shuaijie
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Qin, Cong
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Soner, Halil Mete
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Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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1
Learning equilibrium mean-variance strategy
Dai, Min
;
Dong, Yuchao
;
Jia, Yanwei
- In:
Mathematical finance : an international journal of …
33
(
2023
)
4
,
pp. 1166-1212
Persistent link: https://www.econbiz.de/10014370647
Saved in:
2
Nonconcave utility maximization with portfolio bounds
Dai, Min
;
Kou, Steven
;
Qian, Shuaijie
;
Wan, Xiangwei
- In:
Management science : journal of the Institute for …
68
(
2022
)
11
,
pp. 8368-8385
Persistent link: https://www.econbiz.de/10014280204
Saved in:
3
The wisdom of the crowd and prediction markets
Dai, Min
;
Jia, Yanwei
;
Kou, Steven
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 561-578
Persistent link: https://www.econbiz.de/10012619744
Saved in:
4
A nonzero-sum game approach to convertible bonds : tax benefit, bankruptcy cost, and early/late calls
Chen, Nan
;
Dai, Min
;
Wan, Xiangwei
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 57-93
Persistent link: https://www.econbiz.de/10009712561
Saved in:
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