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Zhaoli Jiang
Title
Cited by
Cited by
Year
On the equilibrium strategies for time-inconsistent problems in continuous time
XD He, ZL Jiang
SIAM Journal on Control and Optimization 59 (5), 3860-3886, 2021
772021
Mean-variance portfolio selection with dynamic targets for expected terminal wealth
XD He, Z Jiang
Mathematics of Operations Research 47 (1), 587-615, 2022
172022
Optimal payoff under the generalized dual theory of choice
XD He, Z Jiang
Operations Research Letters 49 (3), 372-376, 2021
102021
Portfolio selection under median and quantile maximization
XD He, Z Jiang, S Kou
arXiv preprint arXiv:2008.10257, 2020
92020
Creditor-on-creditor violence and secured debt dynamics
S Antill, N Wang, Z Jiang
National Bureau of Economic Research, 2024
82024
Strategic real option exercising and second-mover advantage
M Dai, Z Jiang, N Wang
Available at SSRN 4143460, 2022
62022
Strategic Investment under Uncertainty with First-and Second-mover Advantages
M Dai, Z Jiang, N Wang
National Bureau of Economic Research, 2022
52022
Dynamic mean-risk asset allocation
XD He, ZL Jiang
Available at SSRN 3084657, 2019
52019
Dynamic mean-variance efficient fractional kelly portfolios in a stochastic volatility model
XD He, Z Jiang
Available at SSRN 3670621, 2020
42020
Time-Inconsistent Stochastic Control Problems in Continuous Time
Z Jiang
PQDT-Global, 2020
22020
Dynamic portfolio selection under quantile maximization
XD He, Z Jiang, S Kou
Management Science, 2025
12025
Dynamic Portfolio Selection under Monotone Additive Statistics in the Heston Model
XD He, Z Jiang, J Xia
Available at SSRN 5449757, 2025
12025
Some distributional properties of linear stochastic differential equations
XD He, Z Jiang
arXiv preprint arXiv:2007.04040, 2020
12020
Creditor-on-Creditor Violence
S Antill, Z Jiang, N Wang
2025
Leverage and Credit Risk Dynamics under Costly Equity Issuance
P Bolton, Z Jiang, N Wang, J Yang
Available at SSRN 5844603, 2025
2025
Option Exercise Games and the q Theory of Investment
M Dai, Z Jiang, N Wang
Available at SSRN, 2024
2024
Online Supplementary Material: On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time
XD He, Z Jiang
Available at SSRN 3881455, 2021
2021
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Articles 1–17