The following pages link to Jian-ming Xia (Q1862953):
Displaying 22 items.
- (Q230375) (redirect page) (← links)
- Optimal investment for an insurer: the martingale approach (Q995514) (← links)
- Diving gains between a client and her agent (Q1424713) (← links)
- Backward stochastic differential equation with random measures (Q1582568) (← links)
- Minimal martingale measures for discrete-time incomplete financial markets (Q1862954) (← links)
- Multi-agent investment in incomplete markets (Q1887274) (← links)
- A new look at some basic concepts in arbitrage pricing theory (Q2386515) (← links)
- (Q2767290) (← links)
- Risk Aversion and Portfolio Selection in a Continuous-Time Model (Q3115875) (← links)
- (Q3626651) (← links)
- (Q4793186) (← links)
- (Q4925782) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting (Q5241567) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- STOCK LOANS (Q5422635) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)
- MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING (Q5692941) (← links)
- ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES (Q5739189) (← links)
- Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints (Q5868796) (← links)
- Locally risk-minimizing strategies in discrete time incomplete financial markets (Q5955928) (← links)
- Optimal investment with risk controlled by weighted entropic risk measures (Q6496946) (← links)
