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CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
Bielecki, Tomasz R.; Jin, Hanqing; Pliska, Stanley R.; … - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 213-244
Persistent link: https://www.econbiz.de/10008214495
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BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
Jin, Hanqing; Yuzhou, Xun - In: Mathematical finance : an international journal of … 18 (2008) 3, pp. 385-426
Persistent link: https://www.econbiz.de/10008221066
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A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
Jin, Hanqing; Quanxu, Zuo; Yuzhou, Xun - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 171-184
Persistent link: https://www.econbiz.de/10008221366
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ERRATUM TO "BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME"
Jin, Hanqing; Zhou, XunYu - In: Mathematical finance : an international journal of … 20 (2010) 3, pp. 521-526
Persistent link: https://www.econbiz.de/10008425294
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GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE
Jin, Hanqing; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 23 (2013) 1, pp. 122-142
Persistent link: https://www.econbiz.de/10010063816
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Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min; Jin, Hanqing; Liu, Hong - In: Journal of economic theory 146 (2011) 4, pp. 1598-1631
Persistent link: https://www.econbiz.de/10009178698