Hu, Ying; Jin, Hanqing; Zhou, Xun Yu Consistent investment of sophisticated rank-dependent utility agents in continuous time. (English) Zbl 1522.91225 Math. Finance 31, No. 3, 1056-1095 (2021). MSC: 91G10 PDFBibTeX XMLCite \textit{Y. Hu} et al., Math. Finance 31, No. 3, 1056--1095 (2021; Zbl 1522.91225) Full Text: DOI arXiv
Bi, Junna; Jin, Hanqing; Meng, Qingbin Behavioral mean-variance portfolio selection. (English) Zbl 1403.91305 Eur. J. Oper. Res. 271, No. 2, 644-663 (2018). MSC: 91G10 PDFBibTeX XMLCite \textit{J. Bi} et al., Eur. J. Oper. Res. 271, No. 2, 644--663 (2018; Zbl 1403.91305) Full Text: DOI Link
Jin, Hanqing; Zhou, Xun Yu Greed, leverage, and potential losses: a prospect theory perspective. (English) Zbl 1282.91303 Math. Finance 23, No. 1, 122-142 (2013). MSC: 91G10 91G80 91B06 PDFBibTeX XMLCite \textit{H. Jin} and \textit{X. Y. Zhou}, Math. Finance 23, No. 1, 122--142 (2013; Zbl 1282.91303) Full Text: DOI
Zhang, Song; Jin, Han Qing; Zhou, Xun Yu Behavioral portfolio selection with loss control. (English) Zbl 1209.91155 Acta Math. Sin., Engl. Ser. 27, No. 2, 255-274 (2011). MSC: 91G10 91G80 91B16 PDFBibTeX XMLCite \textit{S. Zhang} et al., Acta Math. Sin., Engl. Ser. 27, No. 2, 255--274 (2011; Zbl 1209.91155) Full Text: DOI
Jin, Hanqing; Zhou, Xun Yu Behavioral portfolio selection in continuous time. (English) Zbl 1141.91454 Math. Finance 18, No. 3, 385-426 (2008); corrections ibid. 20, No. 3, 521-525 (2010). MSC: 91G10 PDFBibTeX XMLCite \textit{H. Jin} and \textit{X. Y. Zhou}, Math. Finance 18, No. 3, 385--426 (2008; Zbl 1141.91454) Full Text: DOI arXiv
Jin, Hanqing; Xu, Zuo Quan; Zhou, Xun Yu A convex stochastic optimization problem arising from portfolio selection. (English) Zbl 1138.91451 Math. Finance 18, No. 1, 171-183 (2008). MSC: 91G10 90C15 PDFBibTeX XMLCite \textit{H. Jin} et al., Math. Finance 18, No. 1, 171--183 (2008; Zbl 1138.91451) Full Text: DOI arXiv