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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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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
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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
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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
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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
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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