Hanqing Jin
Finance · 2005–2007
A researcher in the Science corpus: 3 papers; trusts 4 researchers and is trusted by 6 researchers here, as inferred from the citation graph.
Subfields
- Finance — 16 citations into it; #4,658 of 10,518 by trust here, #3,859 by citations
- Economics and Econometrics — 10 citations into it; #17,347 of 23,481 by trust here, #16,755 by citations
- Management Science and Operations Research — 9 citations into it; #4,825 of 11,946 by trust here, #3,457 by citations
Whom Hanqing Jin trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Amos Tversky
- Francisco Gomes
- Xun Yu Zhou
- Daniel Kahneman
- Duan Li
- Terry Lyons
- Marc Christian Steinbach
- Hans Föllmer
- Haim Levy
- H. Shefrin
Who trusts Hanqing Jin overall
- Peter A. Forsyth
- Xun Yu Zhou
- Xue Dong He
- Carole Bernard
- Xiang Lin
- Guillaume Carlier
- Zuo Quan Xu
- Albert N. Shiryaev
- Jianming Xia
Papers from Hanqing Jin's perspective
Ordered by how strongly the researchers Hanqing Jin trusts endorse each paper. Same corpus, a different order for every researcher.
- CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
- Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model (SIAM Journal of Control and Optimization)
- The Equity Premium Puzzle
- Optimal Dynamic Portfolio Selection: Multiperiod Mean‐Variance Formulation
- THE VALUATION OF RISK ASSETS AND THE SELECTION OF RISKY INVESTMENTS IN STOCK PORTFOLIOS AND CAPITAL BUDGETS
- Portfolio Selection
- Stochastic finance. an introduction in discrete time
- Markowitz Revisited: Mean-Variance Models in Financial Portfolio Analysis (SIAM Review)
- Forward-Backward Stochastic Differential Equations and their Applications
- Pessimistic Portfolio Allocation and Choquet Expected Utility
Their papers
- CONTINUOUS‐TIME MEAN‐VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (2005) — 361 citations
- BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME (2007) — 325 citations
- Continuous-time mean–risk portfolio selection (2005) — 49 citations