Jian-ming Xia

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Person:1862953

Available identifiers

zbMath Open xia.jianmingMaRDI QIDQ1862953

List of research outcomes





PublicationDate of PublicationType
Short communication: mean-stochastic-dominance portfolio selection in continuous time2024-12-04Paper
Optimal investment with risk controlled by weighted entropic risk measures2024-05-06Paper
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences2023-02-16Paper
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints2022-09-23Paper
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets2021-11-05Paper
Cash-subadditive risk measures without quasi-convexity2021-10-23Paper
Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting2019-10-31Paper
ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES2016-07-15Paper
https://portal.mardi4nfdi.de/entity/Q49257822013-06-12Paper
Risk Aversion and Portfolio Selection in a Continuous-Time Model2012-02-11Paper
https://portal.mardi4nfdi.de/entity/Q36266512009-05-22Paper
STOCK LOANS2007-10-29Paper
Optimal investment for an insurer: the martingale approach2007-09-03Paper
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET2006-06-12Paper
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING2005-09-28Paper
Cooperative Hedging in Incomplete Markets2005-09-15Paper
A new look at some basic concepts in arbitrage pricing theory2005-08-30Paper
Multi-agent investment in incomplete markets2004-11-24Paper
Diving gains between a client and her agent2004-03-16Paper
Minimal martingale measures for discrete-time incomplete financial markets2003-06-18Paper
https://portal.mardi4nfdi.de/entity/Q47931862003-02-11Paper
Locally risk-minimizing strategies in discrete time incomplete financial markets2002-02-18Paper
https://portal.mardi4nfdi.de/entity/Q27672902002-01-29Paper
Backward stochastic differential equation with random measures2000-10-15Paper

Research outcomes over time

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