Jianjun Gao

Shanghai University of Finance and Economics · Shanghai Jiao Tong University

7本站收录论文

127这些论文的被引

5本站 h 指数

12合作者

作者编号 A5025795563 · ORCID 0000-0002-7824-5919。统计只算本站收录的论文。

发表的论文7 篇，按出版时间

1
Constrained optimal execution problem in limit order book market with stochastic market depthEuropean Journal of Operational Research20260
2
Price Interpretability of Prediction Markets: A Convergence AnalysisOperations Research20242
3
Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated marketOmega20246
4
Bayesian dynamic learning and pricing with strategic customersProduction and Operations Management202235
5
Betting market equilibrium with heterogeneous beliefs: A prospect theory-based modelEuropean Journal of Operational Research20215
6
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selectionEuropean Journal of Operational Research201931
7
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-timeEuropean Journal of Operational Research201548

按月发文

逐年被引

合作者

Zizhuo Wang2 篇 Weiping Wu2 篇 Dian Yu2 篇 Yun Shi2 篇 Dongdong Ge1 篇 Xi Chen1 篇 Xiangyu Cui1 篇 Duan Li1 篇 Shushang Zhu1 篇 Chengneng Jin1 篇 Jiajia Yan1 篇 Tongyao Wang1 篇

研究主题和期刊

不确定性优化（随机/鲁棒/DRO/CVaR）1 European Journal of Operational Research4 Operations Research1 Omega1 Production and Operations Management1