According to our database1, Hanqing Jin authored at least 7 papers between 2008 and 2018.
Legend:Book In proceedings Article PhD thesis Other
Behavioral mean-variance portfolio selection.
European Journal of Operational Research, 2018
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium.
SIAM J. Control and Optimization, 2017
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR.
Math. Oper. Res., 2015
Time-Inconsistent Stochastic Linear-Quadratic Control.
SIAM J. Control and Optimization, 2012
Illiquidity, position limits, and optimal investment for mutual funds.
J. Economic Theory, 2011
Numerical methods for portfolio selection with bounded constraints.
J. Computational Applied Mathematics, 2009
Continuous-time behavioral portfolio selection.
Proceedings of the 47th IEEE Conference on Decision and Control, 2008