Hanqing Jin, Ph.D.
Affiliations: | 2004 | The Chinese University of Hong Kong, Hong Kong, Hong Kong |
Area:
Finance, Mathematics, Operations ResearchGoogle:
"Hanqing Jin"Parents
Sign in to add mentor| Xun Y. Zhou | grad student | 2004 | Chinese University of Hong Kong | |
| (Continuous-time portfolio optimization.) | ||||
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Publications
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| Dai M, Jin H, Kou S, et al. (2020) A Dynamic Mean-Variance Analysis for Log Returns Management Science |
| Jin H, Xia J, Zhou XY. (2019) Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting Mathematical Finance. 29: 898-927 |
| Bi J, Jin H, Meng Q. (2018) Behavioral mean-variance portfolio selection European Journal of Operational Research. 271: 644-663 |
| Hu Y, Jin H, Zhou XY. (2017) Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium Siam Journal On Control and Optimization. 55: 1261-1279 |
| Jin H, Zhou XY. (2015) Continuous-time portfolio selection under ambiguity Mathematical Control and Related Fields. 5: 475-488 |
| He XD, Jin H, Zhou XY. (2015) Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR Mathematics of Operations Research. 40: 773-796 |
| Jin H, Zhou XY. (2013) Greed, Leverage, and Potential Losses: A Prospect Theory Perspective Mathematical Finance. 23: 122-142 |
| Hu Y, Jin H, Zhou XY. (2012) Time-Inconsistent Stochastic Linear--Quadratic Control Siam Journal On Control and Optimization. 50: 1548-1572 |
| Jin H, Zhang S, Zhou XY. (2011) Behavioral Portfolio Selection with Loss Control Acta Mathematica Sinica. 27: 255-274 |
| Dai M, Jin H, Liu H. (2011) Illiquidity, position limits, and optimal investment for mutual funds Journal of Economic Theory. 146: 1598-1630 |