//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Mathematical Finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The informed and uninformed ag...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Online availability
All
Undetermined
5
Type of publication
All
Article
10
Language
All
English
5
Undetermined
5
Author
All
Zhou, Xun Yu
10
Jin, Hanqing
6
Xia, Jianming
2
Xu, Zuo Quan
2
Bielecki, Tomasz R.
1
Hu, Ying
1
Huang, Yu‐Jui
1
Markowitz, Harry
1
Nguyen‐Huu, Adrien
1
Pliska, Stanley R.
1
Wang, Haoran
1
Zhuang, Sheng Chao
1
more ...
less ...
Published in...
All
Mathematical Finance
CoFE Discussion Paper
20
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
CoFE discussion papers
10
Discussion paper series / CoFE
10
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
9
Papers / arXiv.org
9
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative Finance
5
Stochastic Processes and their Applications
5
Finance and stochastics
3
Insurance / Mathematics & economics
3
International Journal of Theoretical and Applied Finance (IJTAF)
3
International journal of theoretical and applied finance
3
Management Science
3
Mathematics of operations research
3
Operations research : the journal of the Operations Research Society of America
3
Decision
2
Journal of mathematical economics
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Operations research
2
Applied Mathematical Finance
1
Applied mathematical finance
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
Insurance : mathematics and economics
1
Insurance: Mathematics and Economics
1
Interfaces : the INFORMS journal on the practice of operations research
1
International Journal of Production Economics
1
Journal of Mathematical Economics
1
Journal of economic theory
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Lecture notes in control and information sciences
1
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie
1
Statistics & Probability Letters
1
Stochastic analysis, stochastic systems, and applications to finance
1
Trends in mathematics
1
more ...
less ...
Source
All
RePEc
5
Other ZBW resources
5
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent investment of sophisticated rank‐dependent utility agents in continuous time
Hu, Ying
;
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical Finance
31
(
2021
)
3
,
pp. 1056-1095
Persistent link: https://www.econbiz.de/10012636227
Saved in:
2
Continuous‐time mean–variance portfolio selection : A reinforcement learning framework
Wang, Haoran
;
Zhou, Xun Yu
- In:
Mathematical Finance
30
(
2020
)
4
,
pp. 1273-1308
Persistent link: https://www.econbiz.de/10012283208
Saved in:
3
Optimal insurance under rank-dependent utility and incentive compatibility
Xu, Zuo Quan
;
Zhou, Xun Yu
;
Zhuang, Sheng Chao
- In:
Mathematical Finance
29
(
2018
)
2
,
pp. 659-692
Persistent link: https://www.econbiz.de/10012095157
Saved in:
4
Arrow-Debreu equilibria for rank-dependent utilities with heterogeneous probability weighting
Jin, Hanqing
;
Xia, Jianming
;
Zhou, Xun Yu
- In:
Mathematical Finance
29
(
2018
)
3
,
pp. 898-927
Persistent link: https://www.econbiz.de/10012095168
Saved in:
5
General stopping behaviors of naïve and noncommitted sophisticated agents, with application to probability distortion
Huang, Yu‐Jui
;
Nguyen‐Huu, Adrien
;
Zhou, Xun Yu
- In:
Mathematical Finance
30
(
2019
)
1
,
pp. 310-340
Persistent link: https://www.econbiz.de/10012095188
Saved in:
6
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
Jin, Hanqing
;
Xu, Zuo Quan
;
Zhou, Xun Yu
- In:
Mathematical Finance
18
(
2008
)
1
,
pp. 171-183
Persistent link: https://www.econbiz.de/10005023810
Saved in:
7
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical Finance
18
(
2008
)
3
,
pp. 385-426
Persistent link: https://www.econbiz.de/10005023811
Saved in:
8
STOCK LOANS
Xia, Jianming
;
Zhou, Xun Yu
- In:
Mathematical Finance
17
(
2007
)
2
,
pp. 307-317
Persistent link: https://www.econbiz.de/10005139712
Saved in:
9
CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical Finance
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10005193377
Saved in:
10
A NOTE ON SEMIVARIANCE
Jin, Hanqing
;
Markowitz, Harry
;
Zhou, Xun Yu
- In:
Mathematical Finance
16
(
2006
)
1
,
pp. 53-61
Persistent link: https://www.econbiz.de/10005193409
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->