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

PhD (2000) East China Normal University
MSc (1997) East China Normal University
BSc (1994) East China Normal University

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

• J. Wei, J. Xia, and Q. Zhao: "Time-Consistent Portfolio Selection for Rank-Dependent Utilities in a Constrained Market,"Mathematics of Operations Research, to appear.
• Z. Liang, J. Xia, and F. Yuan: "Dynamic Portfolio Selection for Nonlinear Law-Dependent Preferences,"Mathematics of Operations Research, to appear.
• X. Han, Q. Wang, R. Wang, and J. Xia (2026): "Cash-Subadditive Risk Measures without Quasi-Convexity," Mathematics of Operations Research 51, 1205-1226.
• G. Guan, Z. Liang, and J. Xia (2025): "Equilibrium Portfolio Selection for Smooth Ambiguity Preferences," Mathematics of Operations Research 50, 1042-1071.
• J. Xia (2024): "Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures," SIAM Journal on Financial Mathematics 15, 54-92.
• X. Wang and J. Xia (2021): "Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets," SIAM Journal on Financial Mathematics 12, 1054-1111.
• H. Jin, J. Xia, and X. Y. Zhou (2019): "Arrow-Debreu Equilibria for Rank-Dependent Utilities with Heterogeneous Probability Weighting," Mathematical Finance 29, 898-927.
• J. Xia and X. Y. Zhou (2016): "Arrow-Debreu Equilibria for Rank-Dependent Utilities," Mathematical Finance 26, 558-588.
• J. Xia (2011): "Risk Aversion and Portfolio Selection in a Continuous-Time Model," SIAM Journal on Control and Optimization 49, 1916-1937.