Hanqing Jin

Chinese University of Hong Kong

Hong Kong

Hong Kong

SCHOLARLY PAPERS

3

DOWNLOADS

44

CITATIONS
Rank 24,898

SSRN RANKINGS

Top 24,898

in Total Papers Citations

17

Scholarly Papers (3)

1.

Continuous-Time Mean-Variance Portfolio Selection with Bankruptcy Prohibition

Mathematical Finance, Vol. 15, No. 2, pp. 213-244, April 2005
Number of pages: 32 Posted: 23 Mar 2005
Illinois Institute of Technology, Chinese University of Hong Kong, University of Illinois at Chicago - Department of Finance and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 17 (532,230)
Citation 35
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2.

A Convex Stochastic Optimization Problem Arising from Portfolio Selection

Mathematical Finance, Vol. 18, Issue 1, pp. 171-183, January 2008
Number of pages: 13 Posted: 19 Dec 2007
Hanqing Jin, Zuo Quan Xu and Xun Yu Zhou
Chinese University of Hong Kong, affiliation not provided to SSRN and University of Toronto
Downloads 14 (549,780)
Citation 11
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3.

A Note on Semivariance

Mathematical Finance, Vol. 16, No. 1, pp. 53-61, January 2006
Number of pages: 9 Posted: 21 Jun 2006
Hanqing Jin, Harry Markowitz and Xun Yu Zhou
Chinese University of Hong Kong, University of California at San Diego and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 13 (555,697)
Citation 8
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