Li-Xin Zhang

Finance · 2000–2016

A researcher in the Science corpus: 11 papers; trusts 13 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 28 citations into it; #8,999 of 10,518 by trust here, #7,575 by citations
• Management Science and Operations Research — 25 citations into it; #4,234 of 11,946 by trust here, #4,430 by citations
• Statistics and Probability — 14 citations into it; #12,124 of 12,932 by trust here, #6,080 by citations
• Mathematical Physics — 8 citations into it; #3,992 of 8,562 by trust here, #4,500 by citations
• Statistical and Nonlinear Physics — 8 citations into it
• Demography — 7 citations into it
• Applied Mathematics — 5 citations into it
• Economics and Econometrics — 5 citations into it

Whom Li-Xin Zhang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Shige Peng
2. Zengjing Chen
3. Laurent Denis
4. Qi-Man Shao
5. Feng Hu
6. Claude Martini
7. D. Yuan
8. Mingshang Hu
9. J. An
10. Li Liu

Who trusts Li-Xin Zhang overall

1. Jiang-Feng Wang
2. D. Yuan
3. Qunying Wu
4. F. Lu
5. J. An
6. Caterina May
7. Yuanying Jiang

Papers from Li-Xin Zhang's perspective

Ordered by how strongly the researchers Li-Xin Zhang trusts endorse each paper. Same corpus, a different order for every researcher.

1. G -Expectation, G -Brownian Motion and Related Stochastic Calculus of Itô Type
2. Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation
3. Ambiguity, risk, and asset returns in continuous time
4. A New Central Limit Theorem under Sublinear Expectations
5. Strong laws of large numbers for capacities
6. Law of large numbers and central limit theorem under nonlinear expectations (Probability, Uncertainty and Quantitative Risk)
7. Convex measures of risk and trading constraints (Finance and Stochastics)
8. A THEORETICAL FRAMEWORK FOR THE PRICING OF CONTINGENT CLAIMS IN THE PRESENCE OF MODEL UNCERTAINTY
9. A Comparison Theorem on Moment Inequalities Between Negatively Associated and Independent Random Variables
10. A Functional Central Limit Theorem for Asymptotically Negatively Dependent Random Fields

Their papers

• A Functional Central Limit Theorem for Asymptotically Negatively Dependent Random Fields (2000) — 79 citations
• Strong limit theorems for extended independent and extended negatively dependent random variables under non-linear expectations (2016) — 57 citations
• Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm (2015) — 85 citations
• Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm (2014) — 143 citations
• Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications (2014) — 189 citations
• Efficient randomized-adaptive designs (2009) — 105 citations
• Asymptotic theorems of sequential estimation-adjusted urn models (2006) — 63 citations
• Asymptotically best response-adaptive randomization procedures (2006) — 89 citations
• Gaussian approximation theorems for urn models and their applications (2002) — 52 citations
• The Weak Convergence for Functions of Negatively Associated Random Variables (2001) — 47 citations
• Central Limit Theorems for Asymptotically Negatively Associated Random Fields (2000) — 55 citations