Hanqing Jin

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All published works

Action	Title	Year	Authors
+	Data-driven Option Pricing	2024	Min Dai Hanqing Jin Yang Xi
+ PDF Chat	Data-driven Option Pricing	2024	Min Dai Hanqing Jin Xi Yang
+ PDF Chat	Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients	2024	Shaolin Ji Hanqing Jin Xiaomin Shi
+ PDF Chat	Consistent investment of sophisticated rank‐dependent utility agents in continuous time	2021	Ying Hu Hanqing Jin Xun Yu Zhou
+	Optimal lockdown policy for vaccination during COVID-19 pandemic	2021	Yuting Fu Hanqing Jin Haitao Xiang Ning Wang
+	Mathematical Modelling of Lockdown Policy for COVID-19	2021	Yuting Fu Haitao Xiang Hanqing Jin Ning Wang
+ PDF Chat	Optimal unbiased estimation for maximal distribution	2021	Hanqing Jin Shigē Péng
+	AlphaBlock: An Evaluation Framework for Blockchain Consensus Protocols	2020	Haitao Xiang Zhijie Ren Ziheng Zhou Ning Wang Hanqing Jin
+	Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time	2020	Ying Hu Hanqing Jin Xun Yu Zhou
+ PDF Chat	Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time	2020	Ying Hu Hanqing Jin Xun Yu Zhou
+	Continuous time mean-variance portfolio selection with nonlinear wealth equations and random coefficients	2017	Shaolin Ji Hanqing Jin Xiaomin Shi
+ PDF Chat	Mean-variance portfolio selection with nonlinear wealth equations and random coefficients	2017	Shaolin Ji Hanqing Jin Xiaomin Shi
+ PDF Chat	Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium	2017	Ying Hu Hanqing Jin Xun Yu Zhou
+	Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients	2017	Shaolin Ji Hanqing Jin Xiaomin Shi
+	Optimal Unbiased Estimation for Maximal Distribution	2016	Hanqing Jin Shigē Péng
+	The Uniqueness of Equilibrium for Time-Inconsistent Stochastic Linear-Quadratic Control	2015	Ying Hu Hanqing Jin Xun Yu Zhou
+	Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium	2015	Ying Hu Hanqing Jin Xun Yu Zhou
+	Time-Inconsistent Mean-Utility Portfolio Selection with Moving Target	2014	Hanqing Jin Yimin Yang
+	Time-Inconsistent Mean-Utility Portfolio Selection with Moving Target	2014	Hanqing Jin Yimin Yang
+ PDF Chat	Time-Inconsistent Stochastic Linear--Quadratic Control	2012	Ying Hu Hanqing Jin Xun Yu Zhou
+	Time-Inconsistent Stochastic Linear--Quadratic Control	2011	Ying Hu Hanqing Jin Xun Yu Zhou
+ PDF Chat	BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME	2008	Hanqing Jin Xun Yu Zhou
+ PDF Chat	A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION	2007	Hanqing Jin Zuo Quan Xu Xun Yu Zhou
+	Behavioral Portfolio Selection in Continuous Time	2007	Hanqing Jin Xunyu Zhou
+	Behavioral Portfolio Selection in Continuous Time	2007	Hanqing Jin Xunyu Zhou

Common Coauthors

Coauthor	Papers Together
Xun Yu Zhou	10
Ying Hu	8
Shaolin Ji	4
Xunyu Zhou	2
Min Dai	2
Haitao Xiang	2
Xiaomin Shi	2
Yimin Yang	2
Yuting Fu	2
Xiaomin Shi	2
Shigē Péng	2
Ziheng Zhou	1
Zuo Quan Xu	1
Zhijie Ren	1
Ning Wang	1
Yang Xi	1
Xi Yang	1
Ning Wang	1
Ning Wang	1
Haitao Xiang	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	Backward stochastic differential equations and partial differential equations with quadratic growth	2000	Magdalena Kobylanski	4
+ PDF Chat	Time-Inconsistent Stochastic Linear--Quadratic Control	2012	Ying Hu Hanqing Jin Xun Yu Zhou	4
+ PDF Chat	BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME	2008	Hanqing Jin Xun Yu Zhou	4
+ PDF Chat	Investment and consumption without commitment	2008	Ivar Ekeland Traian A. Pirvu	4
+ PDF Chat	Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem	2008	Marie-Amélie Morlais	3
+ PDF Chat	A deterministic linear quadratic time-inconsistent optimal control problem	2011	Jiongmin Yong	3
+	Being serious about non-commitment: subgame perfect equilibrium in continuous time	2006	Ivar Ekeland Ali Lazrak	3
+ PDF Chat	A CONVEX STOCHASTIC OPTIMIZATION PROBLEM ARISING FROM PORTFOLIO SELECTION	2007	Hanqing Jin Zuo Quan Xu Xun Yu Zhou	3
+	Time-inconsistent optimal control problems and the equilibrium HJB equation	2012	Jiongmin Yong	3
+	Non-additive measure and integral	1994	Dieter Denneberg	2
+ PDF Chat	Nowcasting and forecasting the potential domestic and international spread of the 2019-nCoV outbreak originating in Wuhan, China: a modelling study	2020	Joseph T. Wu Kathy Leung GM Leung	2
+	Three Basic Epidemiological Models	1989	Herbert W. Hethcote	2
+ PDF Chat	The reproductive number of COVID-19 is higher compared to SARS coronavirus	2020	Ying Liu Alberto Alexander Gayle Annelies Wilder‐Smith Joacim Rocklöv	2
+ PDF Chat	Early dynamics of transmission and control of COVID-19: a mathematical modelling study	2020	Adam J. Kucharski Timothy Russell Charlie Diamond Yang Liu John Edmunds Sebastian Funk Rosalind M. Eggo Fiona Sun Mark Jit James D. Munday	2
+	BSDEs with stochastic Lipschitz condition and quadratic PDEs in Hilbert spaces	2007	Philippe Briand Fulvia Confortola	2
+	A Simple Planning Problem for COVID-19 Lockdown	2020	Fernando Álvarez David Argente Francesco Lippi	2
+	A contribution to the mathematical theory of epidemics	1927	W. O. Kermack A. G. McKendrick	2
+ PDF Chat	Donsker’s Invariance Principle Under the Sub-linear Expectation with an Application to Chung’s Law of the Iterated Logarithm	2015	Zhang Li	2
+ PDF Chat	Invariance principles for the law of the iterated logarithm under G-framework	2015	Panyu Wu ZengJing Chen	2
+	An evaluation of mathematical models for the outbreak of COVID-19	2020	Ning Wang Yuting Fu Hu Zhang Huipeng Shi	2
+ PDF Chat	Multi-dimensional central limit theorems and laws of large numbers under sublinear expectations	2015	Ze Chun Hu Ling Zhou	2
+ PDF Chat	Rosenthal’s inequalities for independent and negatively dependent random variables under sub-linear expectations with applications	2015	Zhang Li	2
+	A New Central Limit Theorem under Sublinear Expectations	2008	Shigē Péng	2
+ PDF Chat	Exact analytical solutions of the Susceptible-Infected-Recovered (SIR) epidemic model and of the SIR model with equal death and birth rates	2014	Tiberiu Harko Francisco S. N. Lobo M. K. Mak	2
+	Multi-dimensional G-Brownian motion and related stochastic calculus under G-expectation	2008	Shigē Péng	2
+ PDF Chat	Strong laws of large numbers for sub-linear expectations	2015	Zengjing Chen	2
+ PDF Chat	Exponential inequalities under the sub-linear expectations with applications to laws of the iterated logarithm	2016	Zhang Li	2
+	Dual method for continuous-time Markowitz's problems with nonlinear wealth equations	2010	Shaolin Ji	2
+	The Independence under Sublinear Expectations	2011	Mingshang Hu	2
+ PDF Chat	Explicit solutions for continuous time mean–variance portfolio selection with nonlinear wealth equations	2017	Shaolin Ji Xiaomin Shi	2
+	Nonlinear Expectations and Stochastic Calculus under Uncertainty	2019	Shigē Péng	2
+ PDF Chat	A Survey of Distributed Consensus Protocols for Blockchain Networks	2020	Yang Xiao Ning Zhang Wenjing Lou Y. Thomas Hou	1
+	COVID-19 and financial market efficiency: Evidence from an entropy-based analysis	2021	Jingjing Wang Xiaoyang Wang	1
+ PDF Chat	Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium	2017	Ying Hu Hanqing Jin Xun Yu Zhou	1
+ PDF Chat	Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion	2021	Xue Dong He Moris Simon Strub Thaleia Zariphopoulou	1
+	Behavioral Portfolio Selection in Continuous Time	2007	Hanqing Jin Xunyu Zhou	1
+	On the Optimal “Lockdown” During an Epidemic	2020	Martín Gonzalez-Eiras Dirk Niepelt	1
+ PDF Chat	Cone-constrained continuous-time Markowitz problems	2013	Christoph Czichowsky Martin Schweizer	1
+ PDF Chat	On the structure of general mean-variance hedging strategies	2007	Aleš Černý Jan Kallsen	1
+	The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks	2021	Cem Çakmaklı Selva Demiralp Ṣebnem Kalemli‐Özcan Sevcan Yeşiltaş Muhammed Yıldırım	1
+ PDF Chat	An Economic Model of the Covid-19 Epidemic: The Importance of Testing and Age-Specific Policies	2020	Luiz Brotherhood Philipp Kircher Cezar Santos Michèle Tertilt	1
+	Optimal Lockdown Policy for Covid-19: A Modelling Study	2021	Fu Y Haitao Xiang Jin H N Wang	1
+ PDF Chat	Exploration Versus Exploitation in Reinforcement Learning: A Stochastic Control Approach	2019	Haoran Wang Thaleia Zariphopoulou Xun Yu Zhou	1
+	A Simple Planning Problem for COVID-19 Lockdown	2020	Fernando Álvarez David Argente Francesco Lippi	1
+	The Macroeconomics of Epidemics	2020	Martin Eichenbaum Sérgio Rebelo Mathias Trabandt	1
+	Cost–benefit analysis of age‐specific deconfinement strategies	2020	Christian Gollier	1
+	Dynamic modelling to identify mitigation strategies for the COVID-19 pandemic	2021	Hossein Gorji Markus Arnoldini David F. Jenny Wolf‐Dietrich Hardt Patrick Jenny	1
+ PDF Chat	Improving Value-at-Risk Prediction Under Model Uncertainty	2020	Shigē Péng Shuzhen Yang Jianfeng Yao	1
+	On the Optimal 'Lockdown' During an Epidemic	2020	Martín Gonzalez-Eiras Dirk Niepelt	1
+ PDF Chat	Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach	2021	Yanwei Jia Xun Yu Zhou	1