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Jianming Xia · Study
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Author
Jianming Xia
8 works
· latest 2020
· 1 institutions
cluster: provisional
ORCID 0000-0001-6295-5425
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Citations
327
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Most cited in this library
Optimal investment for an insurer: The martingale approach
2006 · 101 citations
ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
2014 · 71 citations
STOCK LOANS
2007 · 60 citations
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
2005 · 46 citations
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
2006 · 37 citations
Works
8 shown
Decision Making under Uncertainty: A Game of Two Selves
RePEc: Research Papers in Economics
·
2020
·
1 author
·
preprint
·
Open access
6
citations
ARROW–DEBREU EQUILIBRIA FOR RANK‐DEPENDENT UTILITIES
Mathematical Finance
·
2014
·
2 authors
·
Open access
71
citations
Comonotonic Convex Preferences
SSRN Electronic Journal
·
2013
·
1 author
·
preprint
·
Open access
5
citations
Comparative Risk Aversion for g-Expected Utility Maximizers
Advances in intelligent and soft computing
·
2011
·
2 authors
·
chapter
1
citations
STOCK LOANS
Mathematical Finance
·
2007
·
2 authors
60
citations
Optimal investment for an insurer: The martingale approach
Insurance Mathematics and Economics
·
2006
·
2 authors
101
citations
MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET
Mathematical Finance
·
2006
·
2 authors
37
citations
MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
Mathematical Finance
·
2005
·
1 author
·
Open access
46
citations