Jianming Xia

Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences

Zhong-Guan-Cun-Dong-Lu 55, Haidian District

Beijing 100190

China

SCHOLARLY PAPERS

6

DOWNLOADS

311

SSRN CITATIONS
Rank 15,748

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Top 15,748

in Total Papers Citations

19

CROSSREF CITATIONS

51

Scholarly Papers (6)

1.
Downloads 139 (248,461)
Citation 5

Arrow-Debreu Equilibria for Rank-Dependent Utilities

Number of pages: 45 Posted: 15 Sep 2012
Jianming Xia and Xun Yu Zhou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 139 (249,251)
Citation 5

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Rank-dependent utility, probability weighting, Arrow-Debreu Equilibrium, state-price density

Arrow-Debreu Equilibria for Rank-Dependent Utilities

Mathematical Finance, Vol. 26, Issue 3, pp. 558-588, 2016
Number of pages: 31 Posted: 10 Jun 2016
Jianming Xia and Xun Yu Zhou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
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Citation 1
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rank‐dependent utility, probability weighting, Arrow‐Debreu equilibrium, state‐price density

2.

Comonotonic Convex Preferences

Number of pages: 49 Posted: 27 Jul 2013 Last Revised: 31 Jul 2013
Jianming Xia
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 85 (349,029)
Citation 2

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comonotonic convex, uncertainty, Choquet expectation, Machina paradoxes

3.

Monotone Solutions to the Moral Hazard Problem

Number of pages: 39 Posted: 07 Aug 2018
Hanqing Jin and Jianming Xia
Mathematical Institute and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 35 (525,202)

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Moral hazard, Monotone solution, Concave envelope, Monotone likelihood ratio

4.

Stock Loans

Mathematical Finance, Vol. 17, No. 2, pp. 307-317, April 2007
Number of pages: 11 Posted: 19 Mar 2007
Jianming Xia and Xun Yu Zhou
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and The Chinese University of Hong Kong (CUHK) - Department of Systems Engineering & Engineering Management
Downloads 21 (607,866)
Citation 1
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Arrow-Debreu Equilibria for Rank-Dependent Utilities with Heterogeneous Probability Weighting

Forthcoming, Mathematical Finance
Number of pages: 36 Posted: 21 Aug 2018
Hanqing Jin, Jianming Xia and Xun Yu Zhou
Mathematical Institute, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 17 (657,727)
Citation 1

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rank-dependent utility, probability weighting, Arrow-Debreu equilibrium, state-price density, comonotone Pareto optimum, price equilibrium with transfers

Arrow–Debreu Equilibria for Rank‐Dependent Utilities with Heterogeneous Probability Weighting

Mathematical Finance, Vol. 29, Issue 3, pp. 898-927, 2019
Number of pages: 30 Posted: 29 May 2020
Hanqing Jin, Jianming Xia and Xun Yu Zhou
Mathematical Institute, Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 1 (798,432)
Citation 8
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Arrow–Debreu equilibrium, comonotone Pareto optimum, price equilibrium with transfers, probability weighting, rank‐dependent utility, state‐price density

6.

Mean-Variance Portfolio Choice: Quadratic Partial Hedging

Mathematical Finance, Vol. 15, No. 3, pp. 533-538, July 2005
Number of pages: 6 Posted: 02 Jul 2005
Jianming Xia
Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Sciences
Downloads 13 (663,948)
Citation 4
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