| Portfolio choice under cumulative prospect theory: An analytical treatment XD He, XY Zhou Management Science 57 (2), 315-331, 2011 | 356 | 2011 |
| Portfolio choice via quantiles XD He, XY Zhou Mathematical Finance: An International Journal of Mathematics, Statistics …, 2011 | 182 | 2011 |
| Optimal insurance design under rank‐dependent expected utility C Bernard, X He, JA Yan, XY Zhou Mathematical Finance 25 (1), 154-186, 2015 | 129 | 2015 |
| On the equilibrium strategies for time-inconsistent problems in continuous time XD He, ZL Jiang SIAM Journal on Control and Optimization 59 (5), 3860-3886, 2021 | 61 | 2021 |
| Profit sharing in hedge funds XD He, S Kou Mathematical Finance 28 (1), 50-81, 2018 | 61 | 2018 |
| Hope, fear, and aspirations XD He, XY Zhou Mathematical Finance 26 (1), 3-50, 2016 | 60 | 2016 |
| Loss-based risk measures R Cont, R Deguest, XD He Statistics & Risk Modeling 30 (2), 133-167, 2013 | 58 | 2013 |
| Dynamic portfolio choice when risk is measured by weighted VaR XD He, H Jin, XY Zhou Mathematics of Operations Research 40 (3), 773-796, 2015 | 48 | 2015 |
| Myopic loss aversion, reference point, and money illusion XD He, XY Zhou Quantitative Finance 14 (9), 1541-1554, 2014 | 34 | 2014 |
| Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence J Guo, XD He SSRN, 2018 | 31* | 2018 |
| Risk measures: robustness, elicitability, and backtesting XD He, S Kou, X Peng Annual Review of Statistics and Its Application 9 (1), 141-166, 2022 | 30 | 2022 |
| Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion XD He, MS Strub, T Zariphopoulou Mathematical Finance 31 (2), 683-721, 2021 | 28 | 2021 |
| Realization utility with adaptive reference points X He, L Yang Mathematical Finance 29 (2), 409-447, 2019 | 27 | 2019 |
| Equilibrium asset pricing with Epstein-Zin and loss-averse investors J Guo, XD He Journal of Economic Dynamics and Control 76, 86-108, 2017 | 27 | 2017 |
| Rank-dependent utility and risk taking in complete markets XD He, R Kouwenberg, XY Zhou SIAM Journal on Financial Mathematics 8 (1), 214-239, 2017 | 26 | 2017 |
| Path-dependent and randomized strategies in barberis’ casino gambling model XD He, S Hu, J Obłój, XY Zhou Operations Research 65 (1), 97-103, 2017 | 22 | 2017 |
| Who are I: Time inconsistency and intrapersonal conflict and reconciliation XD He, XY Zhou Stochastic Analysis, Filtering, and Stochastic Optimization: A Commemorative …, 2022 | 21 | 2022 |
| Optimal exit time from casino gambling: Strategies of precommitted and naive gamblers XD He, S Hu, J Obłój, XY Zhou SIAM Journal on Control and Optimization 57 (3), 1845-1868, 2019 | 20 | 2019 |
| Mean-Variance Portfolio Selection with Dynamic Targets for Expected Terminal Wealth X He, Z Jiang Available at SSRN 3084657, 2019 | 19* | 2019 |
| How endogenization of the reference point affects loss aversion: a study of portfolio selection XD He, MS Strub Operations Research 70 (6), 3035-3053, 2022 | 18 | 2022 |
Steven KouAllen and Keli Questrom Professor in Finance, Boston UniversityVerified email at bu.edu