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  1. A Dynamic Mean-Variance Analysis for Log Returns

    … Download URL https://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 25 Mar 2024

  2. A fundamental theorem of asset pricing in continuous time with square integrable portfolios

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 14 Jul 2022

  3. Buy Low and Sell High

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 25 Feb 2023

  4. Numerical Methods for Portfolio Selection with Bounded Constraints

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 20 Mar 2024

  5. A note on semivariance

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 14 Jul 2022

  6. Illiquidity, Position limits, and Optimal Investment for Mutual Funds

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 16 Mar 2024

  7. Continuous-time mean-risk portfolio selection

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 14 Jul 2022

  8. Greed, Leverage, and Potential Losses: A Prospect Theory Perspective

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 16 Mar 2024

  9. Behavioral Portfolio Selection in Continuous Time

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 14 Jul 2022

  10. Continuous-time mean–variance portfolio selection with bankruptcy prohibition

    … Download URL http://www.maths.ox.ac.uk/~jinh Submitted to ORA …

    . - 14 Jul 2022