Hanqing Jin
- Behavioral Portfolio Selection in Continuous Time
2007/09/18 by Hanqing Jin, Jin, Hanqing, Xunyu Zhou +1 · 4 citations
Decision Sciences · Economics, Econometrics and Finance · #Economic theories and models #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Probability (math.PR) #Risk and Portfolio Optimization #Stochastic processes and financial applications
- Optimal Unbiased Estimation for Maximal Distribution
2016/11/23 by Hanqing Jin, Jin, Hanqing, Shigē Péng +1 · 2 citations
Computer Science · Decision Sciences · Mathematics · #60A05 #60F05 #62D05 #62F10 #Advanced Statistical Methods and Models #Advanced Statistical Process Monitoring #FOS: Mathematics #Probability (math.PR) #Target Tracking and Data Fusion in Sensor Networks
- Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients
2017/05/16 by Shaolin Ji, Hanqing Jin, Ji, Shaolin +3 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Complex Systems and Time Series Analysis #Economic theories and models