Professor Jianming Xia

Chinese Academy of Sciences

Beijing 100190, China

### Research Areas

Mathematical Finance and Mathematical Economics. More precisely,

- Decision Theory under Uncertainty
- Portfolio Selection and Asset Pricing
- Risk Measurement and Control

### Education

PhD (2000) East China Normal University

MSc (1997) East China Normal University

BSc (1994) East China Normal University

MSc (1997) East China Normal University

BSc (1994) East China Normal University

### Professional Experiences

- 03/2011 - present: Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- 03/2005 - 02/2011: Associated Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- 04/2002 - 02/2005: Assistant Professor, Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- 05/2000 - 03/2002: Postdoc, Academy of Mathematics and Systems Science, Chinese Academy of Sciences

### Selected Publications

__Xia, J.__and X. Y. Zhou (2014): "Arrow-Debreu Equilibria for Rank-Dependent Utilities,"*Mathematical Finance*, forthcoming.__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.__(2005): "Mean-variance portfolio choice: quadratic partial hedging,"*Mathematical Finance*15 (3), 533-538.__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.