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Jianming Xia
Observed names:
Jian-ming Xia,
Jianming XIA,
Xia, Jianming
Institutions:
Chinese Academy of Sciences,
Academy of Mathematics and Systems Science
Observed institutions:
Hong Kong Polytechnic University,
Chinese Academy of Sciences,
National Center for Mathematics and Interdisciplinary Sciences,
Academy of Mathematics and Systems Science,
University of Chinese Academy of Sciences,
East China Normal University
show all 6
ORCID:
0000-0001-6295-5425
Observed ORCID:
0000-0001-6295-5425
OpenAlex ID:
A5076019727
Optimal investment for an insurer: The martingale approach
2006
·
Zengwu Wang
, Jianming Xia
, et al.
·
Insurance Mathematics and Economics
·
101
Arrow–debreu Equilibria for Rank‐dependent Utilities
2014
·
Jianming Xia
, Xun Yu Zhou
·
Mathematical Finance
·
71
STOCK LOANS
2007
·
Jianming Xia
, Xun Yu Zhou
·
Mathematical Finance
·
60
Mean–variance Portfolio Choice: Quadratic Partial Hedging
2005
·
Jianming Xia
·
Mathematical Finance
·
46
Markowitz's Portfolio Optimization in an Incomplete Market
2006
·
Jianming Xia
, Jia‐An Yan
·
Mathematical Finance
·
37
Risk Aversion and Portfolio Selection in a Continuous-Time Model
2011
·
Jianming Xia
·
SIAM Journal on Control and Optimization
·
24
Multi-agent investment in incomplete markets
2004
·
Jianming Xia
·
Finance and Stochastics
·
21
Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting
2018
·
Hanqing Jin
, Jianming Xia
, et al.
·
Mathematical Finance
·
16
A new look at some basic concepts in arbitrage pricing theory
2003
·
Jianming XIA
·
Science in China Series A Mathematics
·
7
Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets
2021
·
Xiangyu Wang
, Jianming Xia
·
SIAM Journal on Financial Mathematics
·
6
Decision Making under Uncertainty: A Game of Two Selves
2020
·
Xia, Jianming
·
RePEc: Research Papers in Economics
·
6
PDF
Cash-Subadditive Risk Measures Without Quasi-Convexity
2025
·
Xia Han
, Qiuqi Wang
, et al.
·
Mathematics of Operations Research
·
5
Equilibrium Portfolio Selection for Smooth Ambiguity Preferences
2024
·
Guohui Guan
, Zongxia Liang
, et al.
·
Mathematics of Operations Research
·
5
PDF
Comonotonic Convex Preferences
2013
·
Jianming Xia
·
SSRN Electronic Journal
·
5
Some Remarks on Arbitrage Pricing Theory
2001
·
Jianming Xia
, Jia-An Yan
·
5
Minimal Martingale Measures for Discrete-time Incomplete Financial Markets
2002
·
Ping Li
, Jian-ming Xia
·
Acta Mathematicae Applicatae Sinica English Series
·
4
Martingale Measure Method for Expected Utility Maximization in Discrete-Time Incomplete Markets
2001
·
Ping Li
, Jianming Xia
, et al.
·
RePEc: Research Papers in Economics
·
4
Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures
2024
·
Jianming Xia
·
SIAM Journal on Financial Mathematics
·
3
PDF
Cash-subadditive risk measures without quasi-convexity
2021
·
Han, Xia
, Wang, Qiuqi
, et al.
·
arXiv (Cornell University)
·
2
PDF
Monetary Risk Measures
2020
·
Jia, Guangyan
, Xia, Jianming
, et al.
·
RePEc: Research Papers in Economics
·
2
PDF
Mean-Variance Hedging in the Discontinuous Case
2012
·
Jianming Xia
·
Interdisciplinary mathematical sciences
·
2
PDF
Cooperative Hedging in Incomplete Markets
2005
·
Jianming Xia
·
Stochastic Analysis and Applications
·
2
Locally risk-minimizing strategies in discrete time incomplete financial markets
1998
·
Shengwu He
, Jianming Xia
·
Chinese Science Bulletin
·
2
Short Communication: An Integral Equation in Portfolio Selection with Time-Inconsistent Preferences
2025
·
Zongxia Liang
, Sheng Wang
, et al.
·
SIAM Journal on Financial Mathematics
·
1
Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time
2024
·
Yiyun Wang
, Jiaqin Wei
, et al.
·
SIAM Journal on Financial Mathematics
·
1
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Works count:
45
Citation count:
438
H-index:
8
I10-index:
8
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