Xiang Lin

Finance · with Li · 2011–2016

A researcher in the Science corpus: 2 papers; trusts 18 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiang Lin trusts overall

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

  1. Xun Yu Zhou
  2. Huyen Pham
  3. C. Irgens
  4. Jian-wei Gao
  5. Hailiang Yang
  6. Duan Li
  7. Xun Li
  8. Tomasz R. Bielecki
  9. Jostein Paulsen
  10. Wendell H. Fleming

Papers from Xiang Lin's perspective

Ordered by how strongly the researchers Xiang Lin trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Controlled Markov processes and viscosity solutions
  2. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
  3. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
  4. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints (SIAM Journal of Control and Optimization)
  5. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
  6. Investment and consumption without commitment
  7. Continuous-time stochastic control and optimization with financial applications / Huyen Pham
  8. Optimal proportional reinsurance and investment with multiple risky assets and no-shorting constraint
  9. Optimal proportional reinsurance and investment based on Hamilton–Jacobi–Bellman equation
  10. The constant elasticity of variance (CEV) model and the Legendre transform–dual solution for annuity contracts

Their papers