Dividing gains between a client and her agent. - Jianming Xia (Finance Stochastics, 2003)

Multi-agent investment in incomplete markets. - Jianming Xia (Finance Stochastics, 2004)

Comparative Risk Aversion for g-Expected Utility Maximizers. - Guangyan Jia; Jianming Xia (NL-MUA, 2011)

Risk Aversion and Portfolio Selection in a Continuous-Time Model. - Jianming Xia (SIAM J. Control. Optim., 2011)

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)

Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets. - Xiangyu Wang; Jianming Xia (SIAM J. Financial Math., 2021)

Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints. - Xiangyu Wang; Jianming Xia; Zuo Quan Xu; Zhou Yang 001 (SIAM J. Financial Math., 2022)

Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time. - Yiyun Wang; Jiaqin Wei; Jianming Xia (SIAM J. Financial Math., 2024)

Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures. - Jianming Xia (SIAM J. Financial Math., 2024)

Equilibrium Portfolio Selection for Smooth Ambiguity Preferences. - Guohui Guan; Zongxia Liang; Jianming Xia (Math. Oper. Res., 2025)

Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences. - Zongxia Liang; Sheng Wang; Jianming Xia (SIAM J. Financial Math., 2025)