Hanqing Jin

13 papers Journal 9Unranked 4
YearRankTypeTitle / Venue / Authors
2025 J jnl
Adaptive Partitioning and Learning for Stochastic Control of Diffusion Processes.
CoRR
Hanqing Jin, Renyuan Xu, Yanzhao Yang
2021 J jnl
A Dynamic Mean-Variance Analysis for Log Returns.
Manag. Sci.
Min Dai, Hanqing Jin, Steven Kou, Yuhong Xu
2021 — conf
AlphaBlock: An Evaluation Framework for Blockchain Consensus Algorithms.
SBC@AsiaCCS
Zhijie Ren, Haitao Xiang, Ziheng Zhou, Ning Wang, Hanqing Jin
2020 J jnl
AlphaBlock: An Evaluation Framework for Blockchain Consensus Protocols.
CoRR
Haitao Xiang, Zhijie Ren, Ziheng Zhou, Ning Wang, Hanqing Jin
2018 J jnl
Behavioral mean-variance portfolio selection.
Eur. J. Oper. Res.
Junna Bi, Hanqing Jin, Qingbin Meng
2017 J jnl
Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium.
SIAM J. Control. Optim.
Ying Hu, Hanqing Jin, Xun Yu Zhou
2015 J jnl
Dynamic Portfolio Choice When Risk Is Measured by Weighted VaR.
Math. Oper. Res.
Xue Dong He, Hanqing Jin, Xun Yu Zhou
2012 J jnl
Time-Inconsistent Stochastic Linear-Quadratic Control.
SIAM J. Control. Optim.
Ying Hu, Hanqing Jin, Xun Yu Zhou
2011 J jnl
Illiquidity, position limits, and optimal investment for mutual funds.
J. Econ. Theory
Min Dai, Hanqing Jin, Hong Liu
2009 J jnl
Numerical methods for portfolio selection with bounded constraints.
J. Comput. Appl. Math.
Gang George Yin, Hanqing Jin, Zhuo Jin
2008 — conf
Continuous-time behavioral portfolio selection.
CDC
Hanqing Jin, Xun Yu Zhou
2004 — conf
Mean-risk portfolio selection models in continuous time.
CDC
Hanqing Jin, Jia-An Yan, Xun Yu Zhou
2003 — conf
Continuous-time mean-variance portfolio choice with no-bankruptcy constraint.
CDC
Tomasz R. Bielecki, Stanley R. Pliska, Hanqing Jin, Xun Yu Zhou