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
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Working Papers
2013
- 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
- Minimizing Conditional Value-at-Risk under Constraint on Expected Value
MPRA Paper, University Library of Munich, Germany
2007
- Parameter estimation from multinomial trees to jump diffusions with k means clustering
MPRA Paper, University Library of Munich, Germany
- Tradable measure of risk
MPRA Paper, University Library of Munich, Germany
2006
- 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 (34) (2006)
Journal Articles
2013
- 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
- A continuous-time search model with job switch and jumps
Mathematical Methods of Operations Research, 2009, 70, (2), 241-267
2006
- Risk measure pricing and hedging in incomplete markets
Annals of Finance, 2006, 2, (1), 51-71 View citations (34)
See also Working Paper Risk Measure Pricing and Hedging in Incomplete Markets, Finance (2006) View citations (3) (2006)
2004
- Pricing Asian options in a semimartingale model
Quantitative Finance, 2004, 4, (2), 170-175 View citations (33)
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