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Zhou, Xun Yu
10
Jin, Hanqing
6
Xia, Jianming
2
Xu, Zuo Quan
2
Bielecki, Tomasz R.
1
He, Xue Dong
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He, Xuedong
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Hu, Ying
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Mathematical Finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
19
Papers / arXiv.org
15
Insurance / Mathematics & economics
9
The journal of derivatives : the official publication of the International Association of Financial Engineers
7
Finance and stochastics
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative Finance
6
Journal of mathematical economics
5
The journal of risk and insurance : the journal of the American Risk and Insurance Association
5
CoFE Discussion Paper
4
Insurance: Mathematics and Economics
4
International journal of theoretical and applied finance
4
Journal of economic dynamics & control
4
Mathematics of operations research
4
Operations research
4
Decisions in economics and finance : DEF ; a journal of applied mathematics
3
Finance : revue de l'Association Française de Finance
3
Management Science
3
Mathematical finance : an international journal of mathematics, statistics and financial economics
3
Operations research : the journal of the Operations Research Society of America
3
The European journal of finance
3
The Geneva risk and insurance review
3
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
CoFE discussion papers
2
Decision
2
Discussion paper series / CoFE
2
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
2
European journal of operational research : EJOR
2
Finance and Stochastics
2
Journal of Risk & Insurance
2
Journal of banking & finance
2
Quantitative finance
2
Stochastic Processes and their Applications
2
The Geneva Risk and Insurance Review
2
The journal of computational finance
2
Annals of operations research ; volume 261, numbers 1/2 (February 2018)
1
Applied Mathematical Finance
1
Applied mathematical finance
1
Asia-Pacific Financial Markets
1
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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
Forward rank‐dependent performance criteria : Time‐consistent investment under probability distortion
He, Xue Dong
;
Strub, Moris S.
; …
- In:
Mathematical Finance
31
(
2021
)
2
,
pp. 683-721
Persistent link: https://www.econbiz.de/10012538277
Saved in:
4
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:
5
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:
6
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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7
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:
8
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:
9
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:
10
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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