Details about Mingxin Xu

Access statistics for papers by Mingxin Xu.

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

Short-id: pxu35

Working Papers

2013

1. Optimal Dynamic Portfolio with Mean-CVaR Criterion
   Papers, arXiv.org View citations (3)
   See also Journal Article Optimal Dynamic Portfolio with Mean-CVaR Criterion, Risks, MDPI (2013) View citations (3) (2013)

2010

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

2007

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

2006

5. Risk Measure Pricing and Hedging in Incomplete Markets
   Finance, University Library of Munich, Germany View citations (3)
   See also Journal Article Risk measure pricing and hedging in incomplete markets, Annals of Finance, Springer (2006) View citations (35) (2006)

Journal Articles

2013

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

2009

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

2006

3. Risk measure pricing and hedging in incomplete markets
   Annals of Finance, 2006, 2, (1), 51-71 View citations (35)
   See also Working Paper Risk Measure Pricing and Hedging in Incomplete Markets, Finance (2006) View citations (3) (2006)

2004

4. Pricing Asian options in a semimartingale model
   Quantitative Finance, 2004, 4, (2), 170-175 View citations (33)