Jianming Xia

11 papers Journal 10Unranked 1

Year	Rank	Type	Title / Venue / Authors
2025	J	`jnl`	Equilibrium Portfolio Selection for Smooth Ambiguity Preferences. Math. Oper. Res. Guohui Guan, Zongxia Liang, Jianming Xia
2025	J	`jnl`	Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences. SIAM J. Financial Math. Zongxia Liang, Sheng Wang, Jianming Xia
2024	J	`jnl`	Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures. SIAM J. Financial Math. Jianming Xia
2024	J	`jnl`	Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time. SIAM J. Financial Math. Yiyun Wang, Jiaqin Wei, Jianming Xia
2022	J	`jnl`	Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints. SIAM J. Financial Math. Xiangyu Wang, Jianming Xia, Zuo Quan Xu, Zhou Yang
2021	J	`jnl`	Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets. SIAM J. Financial Math. Xiangyu Wang, Jianming Xia
2016	J	`jnl`	New variogram modeling method using MGGP and SVR. Earth Sci. Informatics Changik Han, Jiyang Wang, Mingguo Zheng, Ende Wang, Jianming Xia, GwangSu Li, Sunchol Choe
2011	—	`conf`	Comparative Risk Aversion for NL-MUA Guangyan Jia, Jianming Xia
2011	J	`jnl`	Risk Aversion and Portfolio Selection in a Continuous-Time Model. SIAM J. Control. Optim. Jianming Xia
2004	J	`jnl`	Multi-agent investment in incomplete markets. Finance Stochastics Jianming Xia
2003	J	`jnl`	Dividing gains between a client and her agent. Finance Stochastics Jianming Xia