4 citations · 7 across the 2 of their papers we have counts for
3 papers
econ.TH2020★ 4 cited
Decision Making under Uncertainty: A Game of Two Selves
Jianming Xia
In this paper we characterize the niveloidal preferences that satisfy the Weak Order, Monotonicity, Archimedean, and Weak C-Independence Axioms from the point of view of an intra-p…
q-fin.MF2020★ 3 cited
Monetary Risk Measures
Guangyan Jia, Jianming Xia, Rongjie Zhao
In this paper, we study general monetary risk measures (without any convexity or weak convexity). A monetary (respectively, positively homogeneous) risk measure can be characterize…
math.PR2006
Mean-variance Hedging in the Discontinuous Case
Jianming Xia
The results on the mean-variance hedging problem in Gouriéroux, Laurent and Pham (1998), Rheinländer and Schweizer (1997) and Arai (2005) are extended to discontinuous semimartinga…