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Details about Mingxin Xu

E-mail: This e-mail address is bad, please ask Mingxin Xu to update the entry in the RePEc Author Service or the correct address.
Homepage:http://www.math.uncc.edu/~mxu2
Workplace:University of North Carolina at Charlotte

Access statistics for papers by Mingxin Xu.

Last updated 2014-10-28. Update your information in the RePEc Author Service.

Short-id: pxu35


Jump to Journal Articles

Working Papers

2013

  1. Optimal Dynamic Portfolio with Mean-CVaR Criterion
    Papers, arXiv.org Downloads
    See also Journal Article in Risks (2013)

2010

  1. Minimizing Conditional Value-at-Risk under Constraint on Expected Value
    MPRA Paper, University Library of Munich, Germany Downloads

2007

  1. Parameter estimation from multinomial trees to jump diffusions with k means clustering
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Tradable measure of risk
    MPRA Paper, University Library of Munich, Germany Downloads

2006

  1. Risk Measure Pricing and Hedging in Incomplete Markets
    Finance, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Annals of Finance (2006)

Journal Articles

2013

  1. Optimal Dynamic Portfolio with Mean-CVaR Criterion
    Risks, 2013, 1, (3), 1-29 Downloads View citations (1)
    See also Working Paper (2013)

2009

  1. A continuous-time search model with job switch and jumps
    Mathematical Methods of Operations Research, 2009, 70, (2), 241-267 Downloads

2006

  1. Risk measure pricing and hedging in incomplete markets
    Annals of Finance, 2006, 2, (1), 51-71 Downloads View citations (22)
    See also Working Paper (2006)

2004

  1. Pricing Asian options in a semimartingale model
    Quantitative Finance, 2004, 4, (2), 170-175 Downloads View citations (26)
 
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