Hanqing Jin

Available identifiers

zbMath Open jin.hanqing.1MaRDI QIDQ634527

List of research outcomes

Publication	Date of Publication	Type
Consistent investment of sophisticated rank‐dependent utility agents in continuous time	2023-09-28	Paper
Optimal unbiased estimation for maximal distribution	2022-06-03	Paper
Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting	2019-10-31	Paper
Behavioral mean-variance portfolio selection	2018-07-25	Paper
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium	2017-05-24	Paper
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR	2015-11-04	Paper
Continuous-time portfolio selection under ambiguity	2015-07-30	Paper
Time-Inconsistent Mean-Utility Portfolio Selection with Moving Target	2014-02-26	Paper
GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE	2013-02-28	Paper
Time-Inconsistent Stochastic Linear--Quadratic Control	2012-09-12	Paper
Illiquidity, position limits, and optimal investment for mutual funds	2011-08-16	Paper
Buy Low and Sell High	2011-05-31	Paper
Behavioral portfolio selection with loss control	2011-04-08	Paper
ERRATUM TO “BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME”	2010-08-03	Paper
https://portal.mardi4nfdi.de/entity/Q3574223	2010-07-09	Paper
Numerical methods for portfolio selection with bounded constraints	2009-10-09	Paper
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME	2008-08-21	Paper
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME	2008-05-22	Paper
Stochastic Analysis and Applications	2008-01-17	Paper
A NOTE ON SEMIVARIANCE	2006-06-12	Paper
CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION	2006-02-08	Paper
Continuous-time mean-risk portfolio selection	2005-08-04	Paper

Research outcomes over time

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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