Xue Dong He

According to our database, Xue Dong He authored at least 11 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2023

Reinforcement Learning for Financial Index Tracking.

Xian Hua Peng, Chenyin Gong, Xue Dong He

CoRR, 2023

2022

How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection.

Xue Dong He, Moris S. Strub

Oper. Res., November, 2022

Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth.

Xue Dong He, Zhaoli Jiang

Math. Oper. Res., 2022

2021

On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time.

Xue Dong He, Zhaoli Jiang

SIAM J. Control. Optim., 2021

Optimal payoff under the generalized dual theory of choice.

Xue Dong He, Zhaoli Jiang

Oper. Res. Lett., 2021

2019

Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers.

Xue Dong He, Sang Hu, Jan Oblój, Xun Yu Zhou

SIAM J. Control. Optim., 2019

2018

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk.

Xue Dong He, Xian Hua Peng

Oper. Res., 2018

2017

Rank-Dependent Utility and Risk Taking in Complete Markets.

Xue Dong He, Roy Kouwenberg, Xun Yu Zhou

SIAM J. Financial Math., 2017

Technical Note - Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model.

Xue Dong He, Sang Hu, Jan Oblój, Xun Yu Zhou

Oper. Res., 2017

2015

Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR.

Xue Dong He, Hanqing Jin, Xun Yu Zhou

Math. Oper. Res., 2015

2011

Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment.

Xue Dong He, Xun Yu Zhou

Manag. Sci., 2011