Jiaqin Wei

Publication Activity (10 Years)

Years Active: 2010-2022
Publications (10 Years): 4

Top Topics

Portfolio Selection

Investment Strategies

Top Venues

J. Comput. Appl. Math.

Eur. J. Oper. Res.

SIAM J. Control. Optim.

Publications

Yu Zhang, Zhuo Jin, Jiaqin Wei, George Yin
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. Autom. 146 (2022)
Jiaqin Wei, Yang Shen, Qian Zhao
Portfolio selection with regime-switching and state-dependent preferences. J. Comput. Appl. Math. 365 (2020)
Tianxiao Wang, Jiaqin Wei
Mean-variance portfolio selection under a non-Markovian regime-switching model. J. Comput. Appl. Math. 350 (2019)
Tianxiao Wang, Zhuo Jin, Jiaqin Wei
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions. SIAM J. Control. Optim. 57 (5) (2019)
Jun Fu, Jiaqin Wei, Hailiang Yang
Portfolio optimization in a regime-switching market with derivatives. Eur. J. Oper. Res. 233 (1) (2014)
Qian Zhao, Yang Shen, Jiaqin Wei
Consumption-investment strategies with non-exponential discounting and logarithmic utility. Eur. J. Oper. Res. 238 (3) (2014)
Jiaqin Wei, Hailiang Yang, Rongming Wang
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching. J. Optim. Theory Appl. 147 (2) (2010)