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~type_genre:"Aufsatz in Zeitschrift"
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Theorie
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13
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12
Estimation theory
11
Schätztheorie
11
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10
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Aufsatz in Zeitschrift
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44
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7
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Fu, Michael
23
Jin, Xing
19
Peng, Yijie
11
Hu, Jian-Qiang
8
Chen, Chun-hung
4
Hong, Yi
3
Madan, Dilip B.
3
Chi, Guotai
2
Cui, Zhenyu
2
Glynn, Peter W.
2
Heidergott, Bernd
2
Hwee Huat Tan
2
Jiang, Guangxin
2
Luo, Dan
2
Pan, Ancheng
2
Qu, Huashuai
2
Ryzhov, Ilya O.
2
Xing, Jin
2
Zeng, Xudong
2
Zhu, Lingjiong
2
Carr, Peter
1
Deng, Shuhui
1
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1
Fan, Lin
1
Fu, Haifeng
1
Guo, Yi
1
He, Donghai
1
Hong, L. Jeff
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Hu, Jiaqiao
1
Jarrow, Robert A.
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1
Lam, Henry
1
Lee, Loo Hay
1
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Lele, Shreevardhan
1
Li, Bingqing
1
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1
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1
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European journal of operational research : EJOR
7
INFORMS journal on computing : JOC
6
Operations research
6
Finance research letters
3
Management science : journal of the Institute for Operations Research and the Management Sciences
3
The journal of computational finance
3
International review of financial analysis
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Finance and stochastics
1
INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of management science and engineering
1
Journal of mathematical economics
1
Mathematics of operations research
1
Operations research letters
1
Production and operations management : an international journal of the Production and Operations Management Society
1
The journal of credit risk : published quarterly by Incisive Media
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1
The review of financial studies
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ECONIS (ZBW)
44
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1
Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing
- In:
Journal of economic dynamics & control
22
(
1998
)
7
,
pp. 1001-1026
Persistent link: https://www.econbiz.de/10001243970
Saved in:
2
Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Xing, Jin
;
Chi, Guotai
;
Pan, Ancheng
- In:
The journal of risk model validation
18
(
2024
)
1
,
pp. 45-73
Persistent link: https://www.econbiz.de/10014556698
Saved in:
3
Default forecasting based on a novel group feature selection method for imbalanced data
Chi, Guotai
;
Xing, Jin
;
Pan, Ancheng
- In:
The journal of credit risk : published quarterly by …
19
(
2023
)
3
,
pp. 51-77
Persistent link: https://www.econbiz.de/10014489147
Saved in:
4
Efficient simulation budget allocation for selecting an optimal subset
Chen, Chun-hung
;
He, Donghai
;
Fu, Michael
;
Lee, Loo Hay
- In:
INFORMS journal on computing : JOC
20
(
2008
)
4
,
pp. 579-595
Persistent link: https://www.econbiz.de/10003772390
Saved in:
5
Temporal aggregation and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
6
Conditional Monte Carlo estimation of quantile sensitivities
Fu, Michael
;
Hong, L. Jeff
;
Hu, Jian-Qiang
- In:
Management science : journal of the Institute for …
55
(
2009
)
12
,
pp. 2019-2027
Persistent link: https://www.econbiz.de/10003928512
Saved in:
7
A new stochastic derivative estimator for discontinuous payoff functions with application to financial derivatives
Wang, Yongqiang
;
Fu, Michael
;
Marcus, Steven I.
- In:
Operations research
60
(
2012
)
2
,
pp. 447-460
Persistent link: https://www.econbiz.de/10009554759
Saved in:
8
Sequential selection with unknown correlation structures
Qu, Huashuai
;
Ryzhov, Ilya O.
;
Fu, Michael
;
Ding, Zi
- In:
Operations research
63
(
2015
)
4
,
pp. 931-948
Persistent link: https://www.econbiz.de/10011313170
Saved in:
9
On estimating quantile sensitivities via infinitesimal perturbation analysis
Jiang, Guangxin
;
Fu, Michael
- In:
Operations research
63
(
2015
)
2
,
pp. 435-441
Persistent link: https://www.econbiz.de/10010526698
Saved in:
10
Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints
Jin, Xing
;
Zhang, Kun
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1733-1746
Persistent link: https://www.econbiz.de/10009729466
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