Zhaoli Jiang

Hong Kong Polytechnic University — Hong Kong

Economics, Econometrics and Finance · Social Sciences

4h-index76citations16works0.32yr avg
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Research Topics

Stochastic processes and financial applications(8), Economic theories and models(8), Capital Investment and Risk Analysis(7), Financial Markets and Investment Strategies(4), Risk and Portfolio Optimization(4)

Publications16 total

Dynamic Portfolio Selection Under Quantile Maximization
Management Science·2025· 1 citedOpen Access
Dynamic Portfolio Selection under Monotone Additive Statistics in the Heston Model
SSRN Electronic Journal·2025Open Access
Option Exercise Games and the q Theory of Investment
SSRN Electronic Journal·2024Open Access
Strategic Investment under Uncertainty with First- and Second-mover Advantages
2022· 3 cited
Strategic Real Option Exercising and Second-Mover Advantage
SSRN Electronic Journal·2022· 4 citedOpen Access
Strategic Investment under Uncertainty with First- and Second-mover Advantages
SSRN Electronic Journal·2022Open Access
Strategic Investment Under Uncertainty with First- and Second-Mover Advantages
SSRN Electronic Journal·2022· 1 citedOpen Access
Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth
Mathematics of Operations Research·2021· 10 cited
Online Supplementary Material: On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time
SSRN Electronic Journal·2021Open Access
On the Equilibrium Strategies for Time-Inconsistent Problems in Continuous Time
SIAM Journal on Control and Optimization·2021· 51 cited
Some Distributional Properties of Linear Stochastic Differential Equations
arXiv (Cornell University)·2020Open Access
Portfolio Selection under Median and Quantile Maximization
SSRN Electronic Journal·2020Open Access
Dynamic Mean-Variance Efficient Fractional Kelly Portfolios in a Stochastic Volatility Model
SSRN Electronic Journal·2020· 1 citedOpen Access
Optimal Payoff under the Generalized Dual Theory of Choice
Operations Research Letters·2020Open Access
Equilibrium Strategies in Continuous-Time Time-Inconsistent Problems
SSRN Electronic Journal·2018· 4 citedOpen Access
Dynamic Mean-Risk Asset Allocation and Myopic Strategies: A Universal Portfolio Rule
SSRN Electronic Journal·2017· 1 citedOpen Access

Frequent Co-authors

Xue Dong He(10), Min Dai(5), Neng Wang(5), Steven Kou(2), Xue Dong He(1), Jianming Xia(1)