Jianming Xia

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Short communication: mean-stochastic-dominance portfolio selection in continuous time SIAM Journal on Financial Mathematics	2024-12-04	Paper
Optimal investment with risk controlled by weighted entropic risk measures SIAM Journal on Financial Mathematics	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 SIAM Journal on Financial Mathematics	2022-09-23	Paper
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets SIAM Journal on Financial Mathematics	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 Mathematical Finance	2019-10-31	Paper
Arrow-Debreu equilibria for rank-dependent utilities Mathematical Finance	2016-07-15	Paper
Mean-variance hedging in the discontinuous case (available as arXiv preprint)	2013-06-12	Paper
Risk aversion and portfolio selection in a continuous-time model SIAM Journal on Control and Optimization	2012-02-11	Paper
Convex duality theory for optimal investment	2009-05-22	Paper
STOCK LOANS Mathematical Finance	2007-10-29	Paper
Optimal investment for an insurer: the martingale approach Insurance Mathematics & Economics	2007-09-03	Paper
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET Mathematical Finance	2006-06-12	Paper
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING Mathematical Finance	2005-09-28	Paper
Cooperative Hedging in Incomplete Markets Stochastic Analysis and Applications	2005-09-15	Paper
A new look at some basic concepts in arbitrage pricing theory Science in China. Series A	2005-08-30	Paper
Multi-agent investment in incomplete markets Finance and Stochastics	2004-11-24	Paper
Diving gains between a client and her agent Finance and Stochastics	2004-03-16	Paper
Minimal martingale measures for discrete-time incomplete financial markets Acta Mathematicae Applicatae Sinica. English Series	2003-06-18	Paper
scientific article; zbMATH DE number 1867103 (Why is no real title available?)	2003-02-11	Paper
Locally risk-minimizing strategies in discrete time incomplete financial markets Chinese Science Bulletin	2002-02-18	Paper
A finite discrete-time model of financial markets. Advances in Mathematics (Beijing)	2002-01-29	Paper
Backward stochastic differential equation with random measures Acta Mathematicae Applicatae Sinica. English Series	2000-10-15	Paper

Research outcomes over time

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