Jianming Xia

According to our database, Jianming Xia authored at least 11 papers between 2003 and 2025.

Collaborative distances:

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

2025

Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences.

Zongxia Liang, Sheng Wang, Jianming Xia

SIAM J. Financial Math., 2025

Equilibrium Portfolio Selection for Smooth Ambiguity Preferences.

Guohui Guan, Zongxia Liang, Jianming Xia

Math. Oper. Res., 2025

2024

Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures.

Jianming Xia

SIAM J. Financial Math., March, 2024

Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time.

Yiyun Wang, Jiaqin Wei, Jianming Xia

SIAM J. Financial Math., 2024

2022

Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints.

Xiangyu Wang, Jianming Xia, Zuo Quan Xu, Zhou Yang

SIAM J. Financial Math., September, 2022

2021

Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets.

Xiangyu Wang, Jianming Xia

SIAM J. Financial Math., 2021

2016

New variogram modeling method using MGGP and SVR.

Changik Han, Jiyang Wang, Mingguo Zheng, Ende Wang, Jianming Xia, GwangSu Li, Sunchol Choe

Earth Sci. Informatics, 2016

2011

Risk Aversion and Portfolio Selection in a Continuous-Time Model.

Jianming Xia

SIAM J. Control. Optim., 2011

Comparative Risk Aversion for <i>g</i>-Expected Utility Maximizers.

Guangyan Jia, Jianming Xia

Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011

2004

Multi-agent investment in incomplete markets.

Jianming Xia

Finance Stochastics, 2004

2003

Dividing gains between a client and her agent.

Jianming Xia

Finance Stochastics, 2003