Jian Wang

Finance · with Forsyth · 2010

A researcher in the Science corpus: 1 paper; trusts 8 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 14 citations into it
• Management Science and Operations Research — 7 citations into it
• Economics and Econometrics — 5 citations into it

Whom Jian Wang trusts overall

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

1. Duan Li
2. Xun Yu Zhou
3. Andrew J. G. Cairns
4. Tomasz R. Bielecki

Papers from Jian Wang's perspective

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

1. Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
2. Continuous-Time Mean-Variance Portfolio Selection: A Stochastic LQ Framework
3. Stochastic lifestyling: Optimal dynamic asset allocation for defined contribution pension plans
4. CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION
5. Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
6. Controlled Markov processes and viscosity solutions
7. Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (SIAM Journal of Control and Optimization)
8. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
9. Continuous-time mean-variance efficiency: the 80% rule
10. THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS

Their papers

• Numerical solution of the Hamilton-Jacobi-Bellman formulation for continuous time mean variance asset allocation (2010) — 66 citations