Hanqing Jin

According to our database, Hanqing Jin authored at least 11 papers between 2003 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

A Dynamic Mean-Variance Analysis for Log Returns.

Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu

Manag. Sci., 2021

2020

AlphaBlock: An Evaluation Framework for Blockchain Consensus Protocols.

Haitao Xiang, Zhijie Ren, Ziheng Zhou, Ning Wang, Hanqing Jin

CoRR, 2020

2018

Behavioral mean-variance portfolio selection.

Junna Bi, Hanqing Jin, Qingbin Meng

Eur. J. Oper. Res., 2018

2017

Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium.

Ying Hu, Hanqing Jin, Xun Yu Zhou

SIAM J. Control. Optim., 2017

2015

Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR.

Xue Dong He, Hanqing Jin, Xun Yu Zhou

Math. Oper. Res., 2015

2012

Time-Inconsistent Stochastic Linear-Quadratic Control.

Ying Hu, Hanqing Jin, Xun Yu Zhou

SIAM J. Control. Optim., 2012

2011

Illiquidity, position limits, and optimal investment for mutual funds.

Min Dai, Hanqing Jin, Hong Liu

J. Econ. Theory, 2011

2009

Numerical methods for portfolio selection with bounded constraints.

Gang George Yin, Hanqing Jin, Zhuo Jin

J. Comput. Appl. Math., 2009

2008

Continuous-time behavioral portfolio selection.

Hanqing Jin, Xun Yu Zhou

Proceedings of the 47th IEEE Conference on Decision and Control, 2008

2004

Mean-risk portfolio selection models in continuous time.

Hanqing Jin, Jia-An Yan, Xun Yu Zhou

Proceedings of the 43rd IEEE Conference on Decision and Control, 2004

2003

Continuous-time mean-variance portfolio choice with no-bankruptcy constraint.

Tomasz R. Bielecki, Stanley R. Pliska, Hanqing Jin, Xun Yu Zhou

Proceedings of the 42nd IEEE Conference on Decision and Control, 2003