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Zhou, Xun Yu
10
Jin, Hanqing
6
Björk, Tomas
4
Xia, Jianming
2
Xu, Zuo Quan
2
Biagini, Francesca
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Bielecki, Tomasz R.
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Hu, Ying
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Mathematical Finance
SSE/EFI Working Paper Series in Economics and Finance
31
Mathematical finance : an international journal of mathematics, statistics and financial theory
25
SSE EFI working paper series in economics and finance
16
Finance and stochastics
13
Papers / arXiv.org
9
Working paper series in economics and finance
6
Management science : journal of the Institute for Operations Research and the Management Sciences
5
Quantitative Finance
5
Applied mathematical finance
4
CoFE Discussion Paper
4
Finance and Stochastics
4
Insurance / Mathematics & economics
4
Stochastic Processes and their Applications
4
Management Science
3
Mathematics of operations research
3
Operations research : the journal of the Operations Research Society of America
3
CoFE discussion papers
2
Decision
2
Discussion paper series / CoFE
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
Journal of housing economics
2
Journal of mathematical economics
2
Mathematical methods of operations research
2
Operations research
2
Review of finance : journal of the European Finance Association
2
The journal of derivatives : the official publication of the International Association of Financial Engineers
2
The journal of finance : the journal of the American Finance Association
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Applied Mathematical Finance
1
Computational Statistics
1
Contemporary quantitative finance : essays in honour of Eckhard Platen
1
European finance review : the official journal of the European Finance Association
1
Financial engineering
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
Handbook of financial time series
1
ISEG Advance Working Paper
1
Insurance : mathematics and economics
1
Insurance: Mathematics and Economics
1
Interfaces : the INFORMS journal on the practice of operations research
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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
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
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