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ECONIS (ZBW)
17
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1
Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process
Yan, Jia-an
;
Zhang, Qiang
;
Zhang, Shuguang
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10001731831
Saved in:
2
Martingale measure method for expected utility maximization in discrete-time incomplete markets
Li, Ping
;
Xia, Jianming
;
Yan, Jia-an
- In:
Annals of economics and finance
2
(
2001
)
2
,
pp. 445-465
Persistent link: https://www.econbiz.de/10001732290
Saved in:
3
A theory of National Development Bank : long-term investment and the agency problem
Jiang, Shenzhe
;
Xia, Junjie
;
Xu, Jiajun
;
Yan, Jianye
- In:
Economic theory
76
(
2023
)
3
,
pp. 995-1024
Persistent link: https://www.econbiz.de/10014426080
Saved in:
4
R&D manipulation and SEO pricing in the Chinese capital market : the information effect of inefficient investment
Liu, Duan
;
Wang, Lili
;
Yan, Jing
;
Wan, Hong
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014432683
Saved in:
5
Contract design and self-control with asymmetric information
Li, Sanxi
;
Yan, Jianye
;
Xiao, Binqing
- In:
Economic inquiry : journal of the Western Economic …
52
(
2014
)
2
,
pp. 618-624
Persistent link: https://www.econbiz.de/10010470194
Saved in:
6
Markowitz's portfolio optimization in an incomplete market
Xia, Jianming
;
Yan, Jia-an
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 203-216
Persistent link: https://www.econbiz.de/10003336872
Saved in:
7
Evaluating assignment without transfers : a market perspective
He, Yinghua
;
Li, Sanxi
;
Yan, Jianye
- In:
Economics letters
133
(
2015
),
pp. 40-44
Persistent link: https://www.econbiz.de/10011431857
Saved in:
8
Moral hazard in innovation : the relationship between risk aversion and performance pay
Chen, Pu
;
Li, Sanxi
;
Yan, Jianye
;
Yin, Xundong
- In:
Journal of economics
118
(
2016
)
1
,
pp. 77-89
Persistent link: https://www.econbiz.de/10011490271
Saved in:
9
"A pseudo‐market approach to allocation with priorities"
He, Yinghua
;
Miralles Asensio, Antonio
;
Pycia, Marek
; …
-
2015
Persistent link: https://www.econbiz.de/10011412619
Saved in:
10
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
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