Xue Dong He

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2510-9822

Department of Systems Engineering and Engineering Management, The Chinese University of Hong Kong, Hong Kong, China

Publications

• Dynamic Portfolio Selection Under Quantile Maximization — Management Science 2026
• How Endogenization of the Reference Point Affects Loss Aversion: A Study of Portfolio Selection — Operations Research 2022
• Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk — Operations Research 2018
• Technical Note—Path-Dependent and Randomized Strategies in Barberis’ Casino Gambling Model — Operations Research 2017
• Portfolio Choice Under Cumulative Prospect Theory: An Analytical Treatment — Management Science 2011
• Dynamic Portfolio Selection and Asset Pricing Under Neo-Additive Probability Weighting — Management Science