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

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

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

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

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

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

Ixekizumab Improved Refractory Erythrodermic Psoriasis with Comorbid Diffuse Alopecia: A Case Report with 52-Week Follow-Up by Song B, Liu X, Jin H

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Anti-Interleukin 17A Biologic Therapy Attempts on Livedoid Vasculopathy: A Report of Case Series by Qi F, Gao Y, Jin H

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Abrocitinib Improved Dupilumab-Resistant Severe Atopic Dermatitis with Comorbid Mild Alopecia Areata in a 12-Year-Old Boy: A Case Report with 1-Year Follow-Up by Liu X, Song B, Jin H

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Identification of Challenging Diagnostic Factors in Livedoid Vasculopathy: A Retrospective Study by Qi F, Gao Y, Jin H

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

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

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

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

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

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

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

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

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

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