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Jin, Hanqing's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
654 |
Total
Citations
27 |
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1.
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Dai, Min
National University of Singapore (NUS) - Department of Mathematics Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Zhong, Yifei
Oxford-Man Institute of Quantitative Finance Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
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273
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Black -- Scholes market, optimal stopping, stock goodness index, value function, free-boundary PDE (variational inequality)
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2.
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Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
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21 Nov 09
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Last Revised:
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05 Jan 11
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143
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3
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Cumulative prospect theory, greed, leverage, gains and losses, reference point, portfolio choice
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3.
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Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Zhang, Song
Peking University - School of Mathematical Science Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
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12 Feb 10
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Last Revised:
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17 Sep 10
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110
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Cumulative prospect theory, portfolio choice, gains and losses, constraint, Choquet integral, quantile function
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4.
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Dai, Min
National University of Singapore (NUS) - Department of Mathematics Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Liu, Hong
Washington University in St. Louis - Olin Business School
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87
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Illiquidity, Portfolio Constraints, Liquidity Premium, Transaction Costs
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5.
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Erratum to 'Behavioral Portfolio Selection in Continuous Time'
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Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Zhou, Xun Yu
Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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Posted:
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19 Oct 09
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Last Revised:
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11 Jun 10
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41
(217,652)
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18
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Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Zhou, Xun Yu
Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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Jin, Hanqing
Oxford-Man Institute of Quantitative Finance Zhou, Xun Yu
University of Oxford - Nomura Centre for Mathematical Finance
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19 Oct 09
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Last Revised:
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09 Mar 10
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39
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18
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portfolio selection, continuous time, cumulative prospect theory, behavioral criterion, S-shaped function, probability distortion
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Records 1 -
5
of 5 matches
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