Concepedia

Xue Dong He

XD

Statistics

Publications

20

Citations

1K

H-Index

16

Active since

2010

Affiliations

Chinese University of Hong Kong(Current)

Columbia University

University of Oxford

Peking University

Xue Dong He is an author at Chinese University of Hong Kong specializing in finance, business, and management.

Top concepts

FinanceBusinessManagementEconomicsDecision ScienceDecision TheoryAsset PricingFinancial EconomicsRisk ManagementPortfolio Optimization

Publications per year

2010–2024

20

Publications

20

Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment

Xue Dong He, Xun Yu Zhou · Management Science · 2010 · 277 citations

Economics, Portfolio Optimization, Asset Pricing +15

PORTFOLIO CHOICE VIA QUANTILES

Xue Dong He, Xun Yu Zhou · Mathematical Finance · 2010 · 193 citations

Portfolio Choice, Financial Mathematics, Asset Pricing +19

Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment

Xue Dong He, Xun Yu Zhou · SSRN Electronic Journal · 2010 · 71 citations · Full text

HOPE, FEAR, AND ASPIRATIONS

Xue Dong He, Xun Yu Zhou · Mathematical Finance · 2013 · 52 citations · Full text

Behavioral Decision Making, Human Condition, Portfolio Management +24

On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time

Xue Dong He, Zhaoli Jiang · SIAM Journal on Control and Optimization · 2021 · 51 citations

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