Hanqing Jin

According to our database1, Hanqing Jin
  • authored at least 6 papers between 2008 and 2017.
  • has a "Dijkstra number"2 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium.
SIAM J. Control and Optimization, 2017

2015
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR.
Math. Oper. Res., 2015

2012
Time-Inconsistent Stochastic Linear-Quadratic Control.
SIAM J. Control and Optimization, 2012

2011
Illiquidity, position limits, and optimal investment for mutual funds.
J. Economic Theory, 2011

2009
Numerical methods for portfolio selection with bounded constraints.
J. Computational Applied Mathematics, 2009

2008
Continuous-time behavioral portfolio selection.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008


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