| 1 |
T.
Bielecki,
H. Jin,
S. Pliska and X. Zhou |
Continuous-time mean--variance portfolio selection with
bankruptcy prohibition,
Mathematical Finance, 15 (2005),
pp. 213-244. |
| 2 |
H.
Jin,
J.A. Yan, and X. Zhou |
Continuous-time
mean--risk portfolio selection,
Annales de l'Institut Henri Poincare(B)
Probability and Statistics,
41(2005),
pp. 559-580. |
| 3 |
H.
Jin,
H. Markowitz, X. Zhou |
A
note on semivariance,
Mathematical Finance.
16 (2006), pp. 53-61 |
| 4 |
H.Jin and
X.Zhou |
A fundamental
theorem of asset pricing in continuous time with square integrable
portfolios,
Control
of Distributed Parameters and Stochastic Systems, Edited by S. Tang
and J. Yong, World Scientific, Singapore 2006 |
| 5 |
H.Jin and
X.Zhou |
Continuous-time markowitz's problems in an incomplete market, with
no-shorting portfolios,
Proceedings of the
Abel Symposium 2005, Edited by B.
Øksendal
et al, Springer, Berlin, 2006 |
| 6 |
H.Jin, Z.Q. Xu and X.
Zhou |
A convex
stochastic optimization problem arising from portfolio selection,
Mathematical Finance,
18 (2008). pp. 171-183 |
| 7 |
H.Jin and
X.Zhou |
Behavoural portfolio selection in
continuous time,Mathematical Finance,
18(2008), pp.385-426 |