Jianming Xia

Publication Activity (10 Years)

Years Active: 2003-2024
Publications (10 Years): 4

Top Topics

Stochastic Dominance

Utility Maximization

Optimal Portfolio

Fuzzy Random Variables

Top Venues

SIAM J. Financial Math.

Earth Sci. Informatics

Publications

Jianming Xia
Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures. SIAM J. Financial Math. 15 (1) (2024)
Xiangyu Wang, Jianming Xia, Zuo Quan Xu, Zhou Yang
Short Communication: Minimal Quantile Functions Subject to Stochastic Dominance Constraints. SIAM J. Financial Math. 13 (3) (2022)
Xiangyu Wang, Jianming Xia
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets. SIAM J. Financial Math. 12 (3) (2021)
Changik Han, Jiyang Wang, Mingguo Zheng, Ende Wang, Jianming Xia, GwangSu Li, Sunchol Choe
New variogram modeling method using MGGP and SVR. Earth Sci. Informatics 9 (2) (2016)
Jianming Xia
Risk Aversion and Portfolio Selection in a Continuous-Time Model. SIAM J. Control. Optim. 49 (5) (2011)
Guangyan Jia, Jianming Xia
-Expected Utility Maximizers. NL-MUA (2011)
Jianming Xia
Multi-agent investment in incomplete markets. Finance Stochastics 8 (2) (2004)
Jianming Xia
Dividing gains between a client and her agent. Finance Stochastics 7 (2) (2003)