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ECONIS (ZBW)
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Markowitz's portfolio optimization in an incomplete market
Xia, Jianming
;
Yan, Jia-an
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 203-216
Persistent link: https://www.econbiz.de/10003336872
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2
Classical mean-variance model revisited : pseudo efficiency
Cui, Xiangyu
;
Li, Duan
;
Yan, Jia-an
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
10
,
pp. 1646-1655
Persistent link: https://www.econbiz.de/10011417708
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3
Optimal insurance design under rank-dependent expected utility
Bernard, Carole
;
He, Xue Dong
;
Yan, Jia-an
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
25
(
2015
)
1
,
pp. 154-186
Persistent link: https://www.econbiz.de/10011347236
Saved in:
4
Growth optimal portfolio in a market driven by a jump-diffusion-like process or a Lévy process
Yan, Jia-an
;
Zhang, Qiang
;
Zhang, Shuguang
- In:
Annals of economics and finance
1
(
2000
)
1
,
pp. 101-116
Persistent link: https://www.econbiz.de/10001731831
Saved in:
5
Martingale measure method for expected utility maximization in discrete-time incomplete markets
Li, Ping
;
Xia, Jianming
;
Yan, Jia-an
- In:
Annals of economics and finance
2
(
2001
)
2
,
pp. 445-465
Persistent link: https://www.econbiz.de/10001732290
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6
Risk measures with comonotonic subadditivity or convexity and respecting sotchastic orders
Song, Yongsheng
;
Yan, Jia-an
- In:
Insurance / Mathematics & economics
45
(
2009
)
3
,
pp. 459-465
Persistent link: https://www.econbiz.de/10009517548
Saved in:
7
Optimal risk taking under high-water mark contract with jump risk
Mu, Congming
;
Yan, Jingzhou
;
Liang, Zhian
- In:
Finance research letters
38
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012486101
Saved in:
8
Robust leverage decision under locked wealth and high-water mark contract
Luo, Deqing
;
Wu, Xiaoping
;
Xu, Jiawen
;
Yan, Jingzhou
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013342020
Saved in:
9
R&D manipulation and SEO pricing in the Chinese capital market : the information effect of inefficient investment
Liu, Duan
;
Wang, Lili
;
Yan, Jing
;
Wan, Hong
- In:
Research in international business and finance
65
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014432683
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