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A note on semivariance
Jin, Hanqing; Markowitz, Harry; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 53-61
Persistent link: https://www.econbiz.de/10003336783
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Hope, fear, and aspirations
He, Xue Dong; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 26 (2016) 1, pp. 3-50
Persistent link: https://www.econbiz.de/10011550126
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Portfolio choice via quantiles
He, Xue Dong; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 21 (2011) 2, pp. 203-231
Persistent link: https://www.econbiz.de/10008935692
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A convex stochastic optimization problem arising from portfolio selection
Jin, Hanqing; Xu, Zuo Quan; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 18 (2008) 1, pp. 171-183
Persistent link: https://www.econbiz.de/10003643506
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Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.; Jin, Hanqing; Pliska, Stanley R.; … - In: Mathematical finance : an international journal of … 15 (2005) 2, pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
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Behavioral portfolio selection in continuous time
Jin, Hanqing; Zhou, Xun Yu - In: Mathematical finance : an international journal of … 18 (2008) 3, pp. 385-426
Persistent link: https://www.econbiz.de/10003752271