| Year |
Citation |
Score |
| 2020 |
Dai M, Jin H, Kou S, Xu Y. A Dynamic Mean-Variance Analysis for Log Returns Management Science. DOI: 10.1287/Mnsc.2019.3493 |
0.336 |
|
| 2019 |
Jin H, Xia J, Zhou XY. Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting Mathematical Finance. 29: 898-927. DOI: 10.1111/Mafi.12200 |
0.504 |
|
| 2018 |
Bi J, Jin H, Meng Q. Behavioral mean-variance portfolio selection European Journal of Operational Research. 271: 644-663. DOI: 10.1016/J.Ejor.2018.05.065 |
0.411 |
|
| 2017 |
Hu Y, Jin H, Zhou XY. Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium Siam Journal On Control and Optimization. 55: 1261-1279. DOI: 10.1137/15M1019040 |
0.556 |
|
| 2015 |
Jin H, Zhou XY. Continuous-time portfolio selection under ambiguity Mathematical Control and Related Fields. 5: 475-488. DOI: 10.3934/Mcrf.2015.5.475 |
0.524 |
|
| 2015 |
He XD, Jin H, Zhou XY. Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR Mathematics of Operations Research. 40: 773-796. DOI: 10.1287/Moor.2014.0695 |
0.498 |
|
| 2013 |
Jin H, Zhou XY. Greed, Leverage, and Potential Losses: A Prospect Theory Perspective Mathematical Finance. 23: 122-142. DOI: 10.1111/J.1467-9965.2011.00490.X |
0.513 |
|
| 2012 |
Hu Y, Jin H, Zhou XY. Time-Inconsistent Stochastic Linear--Quadratic Control Siam Journal On Control and Optimization. 50: 1548-1572. DOI: 10.1137/110853960 |
0.561 |
|
| 2011 |
Jin H, Zhang S, Zhou XY. Behavioral Portfolio Selection with Loss Control Acta Mathematica Sinica. 27: 255-274. DOI: 10.2139/Ssrn.1550715 |
0.538 |
|
| 2011 |
Dai M, Jin H, Liu H. Illiquidity, position limits, and optimal investment for mutual funds Journal of Economic Theory. 146: 1598-1630. DOI: 10.1016/J.Jet.2011.03.014 |
0.331 |
|
| 2010 |
Jin H, Zhou XY. Erratum to 'Behavioral Portfolio Selection in Continuous Time' Mathematical Finance. 20: 521-525. DOI: 10.1111/J.1467-9965.2010.00409.X |
0.451 |
|
| 2009 |
Yin G, Jin H, Jin Z. Numerical methods for portfolio selection with bounded constraints Journal of Computational and Applied Mathematics. 233: 564-581. DOI: 10.1016/J.Cam.2009.08.055 |
0.356 |
|
| 2008 |
Jin H, Zhou XY. Behavioral Portfolio Selection in Continuous Time Mathematical Finance. 18: 385-426. DOI: 10.1111/J.1467-9965.2008.00339.X |
0.559 |
|
| 2007 |
Jin H, Xu ZQ, Zhou XY. A Convex Stochastic Optimization Problem Arising from Portfolio Selection Mathematical Finance. 18: 171-183. DOI: 10.1111/J.1467-9965.2007.00327.X |
0.524 |
|
| 2006 |
Jin H, Markowitz H, Zhou XY. A Note on Semivariance Mathematical Finance. 16: 53-61. DOI: 10.1111/J.1467-9965.2006.00260.X |
0.541 |
|
| 2005 |
Bielecki TR, Jin H, Pliska SR, Zhou XY. Continuous-time mean-variance portfolio selection with bankruptcy prohibition Mathematical Finance. 15: 213-244. DOI: 10.1111/J.0960-1627.2005.00218.X |
0.552 |
|
| 2005 |
Jin H, Yan J, Zhou XY. Continuous-time mean–risk portfolio selection Annales De L Institut Henri Poincare-Probabilites Et Statistiques. 41: 559-580. DOI: 10.1016/J.Anihpb.2004.09.009 |
0.563 |
|
| 1985 |
Wang JX, Yu ZJ, Jin HZ, Wang QX, Wang FC, Yang MG, Cao J, Zhou XY. [Estimation of regional blood flow in animals using 51Cr- and 99mTc-biomicrospheres]. Zhongguo Yao Li Xue Bao = Acta Pharmacologica Sinica. 6: 248-51. PMID 2945363 |
0.318 |
|
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