Xue Dong He

11 papers Journal 11
YearRankTypeTitle / Venue / Authors
2023 J jnl
Reinforcement Learning for Financial Index Tracking.
CoRR
Xian Hua Peng, Chenyin Gong, Xue Dong He
2022 J jnl
How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection.
Oper. Res.
Xue Dong He, Moris S. Strub
2022 J jnl
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth.
Math. Oper. Res.
Xue Dong He, Zhaoli Jiang
2021 J jnl
On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time.
SIAM J. Control. Optim.
Xue Dong He, Zhaoli Jiang
2021 J jnl
Optimal payoff under the generalized dual theory of choice.
Oper. Res. Lett.
Xue Dong He, Zhaoli Jiang
2019 J jnl
Optimal Exit Time from Casino Gambling: Strategies of Precommitted and Naive Gamblers.
SIAM J. Control. Optim.
Xue Dong He, Sang Hu, Jan Oblój, Xun Yu Zhou
2018 J jnl
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk.
Oper. Res.
Xue Dong He, Xian Hua Peng
2017 J jnl
Rank-Dependent Utility and Risk Taking in Complete Markets.
SIAM J. Financial Math.
Xue Dong He, Roy Kouwenberg, Xun Yu Zhou
2017 J jnl
Technical Note - Path-Dependent and Randomized Strategies in Barberis' Casino Gambling Model.
Oper. Res.
Xue Dong He, Sang Hu, Jan Oblój, 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
2011 J jnl
Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment.
Manag. Sci.
Xue Dong He, Xun Yu Zhou