.
Zhou, Xun Yu's
Scholarly Papers
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column.
Aggregate Statistics
Total 960
Total Citations 36
1.
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
273(53,727)
2
Black -- Scholes market, optimal stopping, stock goodness index, value function, free-boundary PDE (variational inequality)
2.
He, Xue Dong Columbia University - Department of Industrial Engineering and Operations Research
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
Posted:
29 Sep 09
Last Revised:
04 Mar 11
160(92,446)
8
Portfolio choice, single period, cumulative prospect theory, reference point, loss aversion, S-shaped utility function, probability weighting, well-posedness
3.
Jin, Hanqing Oxford-Man Institute of Quantitative Finance
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
Posted:
21 Nov 09
Last Revised:
05 Jan 11
143(102,206)
3
Cumulative prospect theory, greed, leverage, gains and losses, reference point, portfolio choice
4.
He, Xue Dong Columbia University - Department of Industrial Engineering and Operations Research
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
Posted:
23 Jul 12
Last Revised:
10 May 13
112(124,679)
1
portfolio choice, continuous time, rank-dependent utility, probability weighting, SP/A theory, quantile formulation, portfolio insurance
5.
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
Posted:
12 Feb 10
Last Revised:
17 Sep 10
110(126,365)
3
Cumulative prospect theory, portfolio choice, gains and losses, constraint, Choquet integral, quantile function
6.
Xu, Zuo Quan Hong Kong Polytechnic University
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
65(176,423)
1
optimal stopping, probability distortion, Choquet expectation, probability distribution/qunatile function, Skorokhod embedding problem, $S$-shaped and reverse $S$-shaped function
7.
Xia, Jianming Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
58(187,102)
Rank-dependent utility, probability weighting, Arrow-Debreu Equilibrium, state-price density
8.
Erratum to 'Behavioral Portfolio Selection in Continuous Time'
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Jin, Hanqing Oxford-Man Institute of Quantitative Finance
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
Posted:
19 Oct 09
Last Revised:
09 Mar 10
39(217,939)
18
Jin, Hanqing Oxford-Man Institute of Quantitative Finance
Zhou, Xun Yu University of Oxford - Nomura Centre for Mathematical Finance
Posted:
19 Oct 09
Last Revised:
09 Mar 10
39
18
portfolio selection, continuous time, cumulative prospect theory, behavioral criterion, S-shaped function, probability distortion
