| Continuous‐time mean‐variance portfolio selection with bankruptcy prohibition TR Bielecki, H Jin, SR Pliska, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2005 | 403 | 2005 |
| Behavioral portfolio selection in continuous time H Jin, X Yu Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 348 | 2008 |
| Time-inconsistent stochastic linear--quadratic control Y Hu, H Jin, XY Zhou SIAM journal on Control and Optimization 50 (3), 1548-1572, 2012 | 273 | 2012 |
| Time-inconsistent stochastic linear-quadratic control: Characterization and uniqueness of equilibrium Y Hu, H Jin, XY Zhou SIAM Journal on Control and Optimization 55 (2), 1261-1279, 2017 | 139 | 2017 |
| A convex stochastic optimization problem arising from portfolio selection H Jin, Z Quan Xu, X Yu Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2008 | 87 | 2008 |
| A dynamic mean-variance analysis for log returns M Dai, H Jin, S Kou, Y Xu Management Science 67 (2), 1093-1108, 2021 | 81 | 2021 |
| Greed, leverage, and potential losses: A prospect theory perspective H Jin, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2013 | 74 | 2013 |
| A note on semivariance H Jin, H Markowitz, X Yu Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2006 | 64 | 2006 |
| Continuous-time mean–risk portfolio selection H Jin, JA Yan, XY Zhou Annales de l'Institut Henri Poincare (B) Probability and Statistics 41 (3 …, 2005 | 51 | 2005 |
| Dynamic portfolio choice when risk is measured by weighted VaR XD He, H Jin, XY Zhou Mathematics of Operations Research 40 (3), 773-796, 2015 | 45 | 2015 |
| Behavioral portfolio selection with loss control S Zhang, HQ Jin, XY Zhou Acta Mathematica Sinica, English Series 27 (2), 255-274, 2011 | 40 | 2011 |
| Behavioral mean-variance portfolio selection J Bi, H Jin, Q Meng European Journal of Operational Research 271 (2), 644-663, 2018 | 38 | 2018 |
| Buy low and sell high M Dai, H Jin, Y Zhong, XY Zhou Contemporary quantitative finance: Essays in honour of Eckhard Platen, 317-333, 2010 | 37 | 2010 |
| Optimal lockdown policy for vaccination during COVID-19 pandemic Y Fu, H Jin, H Xiang, N Wang Finance research letters 45, 102123, 2022 | 36 | 2022 |
| Illiquidity, position limits, and optimal investment for mutual funds M Dai, H Jin, H Liu Journal of Economic Theory 146 (4), 1598-1630, 2011 | 32 | 2011 |
| Numerical methods for portfolio selection with bounded constraints G Yin, H Jin, Z Jin Journal of computational and Applied Mathematics 233 (2), 564-581, 2009 | 26 | 2009 |
| Optimal unbiased estimation for maximal distribution H Jin, S Peng arXiv preprint arXiv:1611.07994, 2016 | 25 | 2016 |
| A new approach to find biomarkers in chronic fatigue syndrome/myalgic encephalomyelitis (CFS/ME) by single-cell Raman micro-spectroscopy J Xu, M Potter, C Tomas, JL Elson, KJ Morten, J Poulton, N Wang, H Jin, ... Analyst 144 (3), 913-920, 2019 | 22 | 2019 |
| Continuous-time portfolio selection under ambiguity H Jin, XY Zhou Mathematical Control and Related Fields 5 (3), 475-488, 2015 | 20 | 2015 |
| Consistent investment of sophisticated rank‐dependent utility agents in continuous time Y Hu, H Jin, XY Zhou Mathematical Finance 31 (3), 1056-1095, 2021 | 16 | 2021 |
