Long Jiang

Finance · with Chen · 2003–2008

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #8,978 of 10,518 by trust here, #10,047 by citations
• Management Science and Operations Research — 7 citations into it; #10,191 of 11,946 by trust here, #11,360 by citations

Whom Long Jiang trusts overall

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

1. Emanuela Rosazza Gianin
2. Hans Föllmer
3. Marco Frittelli
4. P. Briand
5. Alexander Schied
6. Zengjing Chen
7. F. Coquet
8. Pauline Barrieu
9. Shige Peng
10. Ying Hu

Who trusts Long Jiang overall

1. Erhan Bayraktar

Papers from Long Jiang's perspective

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

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. Ambiguity, risk, and asset returns in continuous time
3. Putting order in risk measures
4. Optimal derivatives design under dynamic risk measures
5. Stochastic Finance: An Introduction in Discrete Time
6. On the Existence of Minimax Martingale Measures
7. Risk measures via g-expectations
8. Coherent Risk Measures on General Probability Spaces
9. Filtration-consistent nonlinear expectations and related g-expectations
10. Choquet expectation and Peng's g-expectation

Their papers

• Convexity, translation invariance and subadditivity for g-expectations and related risk measures (2008) — 118 citations
• Jensen's inequality for g-expectation: part 1 (2003) — 63 citations