Jian-ming Xia

Available identifiers

zbMath Open xia.jianmingMaRDI QIDQ1862953

List of research outcomes

Publication	Date of Publication	Type
Optimal investment with risk controlled by weighted entropic risk measures	2024-05-06	Paper
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences	2023-02-16	Paper
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints	2022-09-23	Paper
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets	2021-11-05	Paper
Cash-subadditive risk measures without quasi-convexity	2021-10-23	Paper
Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting	2019-10-31	Paper
ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES	2016-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q4925782	2013-06-12	Paper
Risk Aversion and Portfolio Selection in a Continuous-Time Model	2012-02-11	Paper
https://portal.mardi4nfdi.de/entity/Q3626651	2009-05-22	Paper
STOCK LOANS	2007-10-29	Paper
Optimal investment for an insurer: the martingale approach	2007-09-03	Paper
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET	2006-06-12	Paper
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING	2005-09-28	Paper
Cooperative Hedging in Incomplete Markets	2005-09-15	Paper
A new look at some basic concepts in arbitrage pricing theory	2005-08-30	Paper
Multi-agent investment in incomplete markets	2004-11-24	Paper
Diving gains between a client and her agent	2004-03-16	Paper
Minimal martingale measures for discrete-time incomplete financial markets	2003-06-18	Paper
https://portal.mardi4nfdi.de/entity/Q4793186	2003-02-11	Paper
Locally risk-minimizing strategies in discrete time incomplete financial markets	2002-02-18	Paper
https://portal.mardi4nfdi.de/entity/Q2767290	2002-01-29	Paper
Backward stochastic differential equation with random measures	2000-10-15	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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