Jiaqin Wei

Orcid: 0000-0002-2534-6046

According to our database1, Jiaqin Wei authored at least 9 papers between 2010 and 2024.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2010
2012
2014
2016
2018
2020
2022
2024
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Links

On csauthors.net:

Bibliography

2024
Short Communication: Mean-Stochastic-Dominance Portfolio Selection in Continuous Time.
SIAM J. Financial Math., 2024

A hybrid deep learning method for controlled stochastic Kolmogorov systems with regime-switching.
Proceedings of the 10th International Conference on Control, 2024

2022
Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model.
Autom., 2022

2020
Portfolio selection with regime-switching and state-dependent preferences.
J. Comput. Appl. Math., 2020

2019
Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions.
SIAM J. Control. Optim., 2019

Mean-variance portfolio selection under a non-Markovian regime-switching model.
J. Comput. Appl. Math., 2019

2014
Consumption-investment strategies with non-exponential discounting and logarithmic utility.
Eur. J. Oper. Res., 2014

Portfolio optimization in a regime-switching market with derivatives.
Eur. J. Oper. Res., 2014

2010
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.
J. Optim. Theory Appl., 2010


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