Xue Dong He

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Learning object-uncertainty policy for visual tracking	2024-01-18	Paper
Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion	2023-09-28	Paper
How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection	2023-01-10	Paper
Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation	2022-11-15	Paper
Convergence of Simulated Annealing Using Kinetic Langevin Dynamics	2022-06-13	Paper
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth	2022-05-17	Paper
Optimal payoff under the generalized dual theory of choice	2021-12-13	Paper
Comparative risk aversion in RDEU with applications to optimal underwriting of securities issuance	2021-11-19	Paper
On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time	2021-10-22	Paper
A new preference model that allows for narrow framing	2021-09-01	Paper
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk	2020-10-12	Paper
Some Distributional Properties of Linear Stochastic Differential Equations	2020-07-08	Paper
Two explicit Skorokhod embeddings for simple symmetric random walk	2019-09-19	Paper
Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers	2019-08-30	Paper
Inverse S-shaped probability weighting and its impact on investment	2019-07-03	Paper
Realization utility with adaptive reference points	2019-05-23	Paper
Equilibrium asset pricing with Epstein-Zin and loss-averse investors	2018-08-09	Paper
PROFIT SHARING IN HEDGE FUNDS	2018-04-13	Paper
Processing consistency in non-Bayesian inference	2017-06-15	Paper
Rank-Dependent Utility and Risk Taking in Complete Markets	2017-06-02	Paper
Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model	2017-06-02	Paper
HOPE, FEAR, AND ASPIRATIONS	2016-02-22	Paper
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR	2015-11-04	Paper
Myopic loss aversion, reference point, and money illusion	2015-04-16	Paper
OPTIMAL INSURANCE DESIGN UNDER RANK‐DEPENDENT EXPECTED UTILITY	2015-02-20	Paper
Loss-based risk measures	2013-07-25	Paper
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment	2011-06-09	Paper
PORTFOLIO CHOICE VIA QUANTILES	2011-03-25	Paper

Research outcomes over time

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