How does kanban work in American companies / por 317865 Im, Jin H.

Erratum to Behavioral portfolio selection in continuous time [Math. Finance, (2008), 18, 385 426] por Jin, H, Zhou, X

Greed, leverage, and potential losses: A prospect theory perspective por Jin, H, Zhou, X

Continuous-time behavioral portfolio selection por Jin, H, Zhou, X

Behavioral portfolio selection in continuous time por Jin, H, Yu Zhou, X

Behavioral Portfolio Selection with Loss Control por Zhang, S, Jin, H, Zhou, X

Illiquidity, position limits, and optimal investment for mutual funds por Dai, M, Jin, H, Liu, H

Continuous-time mean-risk portfolio choice with weighted value-at-risk and law-invariant coherent risk measures por Jin, H, He, X, Zhou, X

A note on semivariance por Jin, H, Markowitz, H, Zhou, X

Time-inconsistent stochastic linear-quadratic control: characterization and uniqueness of equilibrium por Hu, Y, Jin, H, Zhou, X

Time-Inconsistent Stochastic Linear--Quadratic Control por Hu, Y, Jin, H, Zhou, X

Time-Inconsistent Stochastic Linear--Quadratic Control por Hu, Y, Jin, H, Zhou, X

Continuous-time mean-risk portfolio selection por Jin, H, Yan, J, Zhou, X

Arrow–Debreu equilibria for rank‐dependent utilities with heterogeneous probability weighting por Jin, H, Xia, J, Zhou, X

Behavioral mean-variance portfolio selection por Bi, J, Jin, H, Meng, Q

Numerical methods for portfolio selection with bounded constraints por Yin, G, Jin, H, Jin, Z

A convex stochastic optimization problem arising from portfolio selection por Jin, H, Xu, Z, Zhou, X

Mean-risk portfolio selection models in continuous time por Jin, H, Yan, J, Yu Zhou, X

A dynamic mean-variance analysis for log returns por Dai, M, Jin, H, Kou, S, Xu, Y

Creation of an activin A conditional knockout mouse for OA research por Jin, H, Zarebska, J, Saklatvala, J, Vincent, T