Jiaqin Wei

Finance · 2013–2017

A researcher in the Science corpus: 3 papers; trusts 5 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 27 citations into it
• Economics and Econometrics — 17 citations into it
• Management Science and Operations Research — 11 citations into it

Whom Jiaqin Wei trusts overall

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

1. Duan Li
2. Xun Yu Zhou
3. Tomas Björk
4. Mei Choi Chiu
5. Ivar Ekeland
6. Traian A. Pirvu

Papers from Jiaqin Wei's perspective

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

1. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
2. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
3. Option Pricing, Interest Rates and Risk Management: Towards a Theory of Volatility Trading
4. Optimal consumption and investment in incomplete markets with general constraints
5. Optimal investment decisions when time-horizon is uncertain
6. Matrix Riccati Equations in Control and Systems Theory (IEEE Transactions on Automatic Control)
7. Mean-variance portfolio selection of cointegrated assets
8. Optimal investment, consumption and life insurance under mean-reverting returns: The complete market solution
9. Living with Mortality: Longevity Bonds and Other Mortality-Linked Securities
10. Optimal life insurance purchase and consumption/investment under uncertain lifetime

Their papers

• Time-consistent mean–variance asset–liability management with random coefficients (2017) — 62 citations
• Optimal investment-consumption-insurance with random parameters (2016) — 55 citations
• Markowitz’s mean–variance asset–liability management with regime switching: A time-consistent approach (2013) — 78 citations