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Zhou, Xun Yu
13
Jin, Hanqing
6
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2
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2
Yao, David D.
2
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2
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Mathematical finance : an international journal of mathematics, statistics and financial theory
7
Operations research : the journal of the Operations Research Society of America
3
Management science : journal of the Institute for Operations Research and the Management Sciences
2
Mathematics of operations research
2
Insurance / Mathematics & economics
1
Interfaces : the INFORMS journal on the practice of operations research
1
Journal of economic theory
1
Journal of global optimization : an international journal dealing with theoretical and computational aspects of seeking global optima and their applications in science, management and engineering
1
Journal of mathematical economics
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OLC EcoSci
RePEc
5,753
ECONIS (ZBW)
108
Other ZBW resources
5
EconStor
2
USB Cologne (EcoSocSci)
2
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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/10008214495
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2
GREED, LEVERAGE, AND POTENTIAL LOSSES: A PROSPECT THEORY PERSPECTIVE
Jin, Hanqing
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
23
(
2013
)
1
,
pp. 122-142
Persistent link: https://www.econbiz.de/10010063816
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3
OPTIMAL REDEEMING STRATEGY OF STOCK LOANS WITH FINITE MATURITY
Dai, Min
;
Xu, Zuo Quan
- In:
Mathematical finance : an international journal of …
21
(
2011
)
4
,
pp. 775-794
Persistent link: https://www.econbiz.de/10009258246
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4
ERRATUM TO "BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME"
Jin, Hanqing
;
Zhou, XunYu
- In:
Mathematical finance : an international journal of …
20
(
2010
)
3
,
pp. 521-526
Persistent link: https://www.econbiz.de/10008425294
Saved in:
5
BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME
Jin, Hanqing
;
Yuzhou, Xun
- In:
Mathematical finance : an international journal of …
18
(
2008
)
3
,
pp. 385-426
Persistent link: https://www.econbiz.de/10008221066
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6
A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION
Jin, Hanqing
;
Quanxu, Zuo
;
Yuzhou, Xun
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 171-184
Persistent link: https://www.econbiz.de/10008221366
Saved in:
7
Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min
;
Jin, Hanqing
;
Liu, Hong
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1598-1631
Persistent link: https://www.econbiz.de/10009178698
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8
Tracking a Financial Benchmark Using a Few Assets
Yao, David D.
;
Zhang, Shuzhong
;
Zhou, Xun Yu
- In:
Operations research : the journal of the Operations …
54
(
2006
)
2
,
pp. 232-246
Persistent link: https://www.econbiz.de/10006416948
Saved in:
9
Portfolio Optimization Under a Minimax Rule
Cai, Xiaoqiang
;
Teo, Kok-Lay
;
Yang, Xiaoqi
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
46
(
2000
)
7
,
pp. 957-972
Persistent link: https://www.econbiz.de/10006093949
Saved in:
10
Optimal risk and dividend control for a companywith a debt liability
Taksar, Michael I.
;
Zhou, Xun Yu
- In:
Insurance / Mathematics & economics
22
(
1998
)
1
,
pp. 105
Persistent link: https://www.econbiz.de/10006919609
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