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Zhou, Xun Yu
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Mathematical Finance
Papers / arXiv.org
5,733
Mathematical finance : an international journal of mathematics, statistics and financial theory
17
European journal of operational research : EJOR
7
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6
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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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
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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
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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
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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
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