中国科学院 随机复杂结构与数据科学重点实验室
电子邮件：xia[*at*]amss.ac.cn
联系电话：
通信地址：北京市海淀区中关村东路55号
中国科学院数学与系统科学研究院南楼
邮政编码：100190
http://www.amt.ac.cn/member/xiajianming/index.html
研究领域数理金融与数理经济。具体包括：
不确定性决策理论 (Decision Theory under Uncertainty)
投资组合选择与资产定价 (Portfolio Selection and Asset Pricing)
风险度量与控制 (Risk Measurement and Control)
招生信息
招生专业1：概率论与数理统计；研究方向：金融数学与经济数学。
招生专业2：统计学；研究方向：数理金融与数理经济。
教育背景理学博士 (2000) 华东师范大学
理学硕士 (1997) 华东师范大学
理学学士 (1994) 华东师范大学
工作经历2011/03 －现在: 研究员，中国科学院数学与系统科学研究院
2005/03 －2011/02: 副研究员，中国科学院数学与系统科学研究院
2002/04 －2005/02: 助理研究员，中国科学院数学与系统科学研究院
2000/05 －2002/03: 博士后，中国科学院数学与系统科学研究院
主要论文
??Jin, H., J. Xia and X. Y. Zhou (2019): "Arrow-Debreu Equilibria for Rank-Dependent Utilities with Heterogeneous Probability Weighting," Mathematical Finance 29, 898-927.??
Xia, J. and X. Y. Zhou (2016): "Arrow-Debreu Equilibria for Rank-Dependent Utilities," Mathematical Finance 26 (3), 558-588.
Xia, J. (2011): "Risk aversion and portfolio selection in a continuous-time model," SIAM Journal on Control and Optimization 49 (5), 1916-1937.
Xia, J. and X. Y. Zhou (2007): "Stock loans," Mathematical Finance 17 (2), 307-317.
Wang, Z., J. Xia and L. Zhang (2007): "Optimal investment for an insurer: the martingale approach," Insurance: Mathematics and Economics 40 (2), 322-334.
Xia, J. and J.-A. Yan (2006): "Markowitz's portfolio optimization in an incomplete market," Mathematical Finance 16 (1), 203-216.
Xia, J. (2004): "Multi-agent investment in incomplete markets," Finance and Stochastics 8 (2), 241-259.
Xia, J. (2003): "Dividing gains between a client and her agent," Finance and Stochastics 7 (2), 219-230.
Xia, J. and J.-A. Yan (2003): "A new look at some basic concepts in arbitrage pricing theory," Science in China (Ser. A) 46 (6), 764-774.
