Access Statistics for Mingxin Xu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Minimizing Conditional Value-at-Risk under Constraint on Expected Value 0 0 0 24 0 0 0 90
Optimal Dynamic Portfolio with Mean-CVaR Criterion 0 0 0 23 0 1 3 39
Parameter estimation from multinomial trees to jump diffusions with k means clustering 0 0 2 67 0 1 5 236
Risk Measure Pricing and Hedging in Incomplete Markets 0 1 1 738 0 3 11 1,933
Tradable measure of risk 0 0 0 47 0 0 0 165
Total Working Papers 0 1 3 899 0 5 19 2,463


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A continuous-time search model with job switch and jumps 0 0 0 0 0 0 0 8
Optimal Dynamic Portfolio with Mean-CVaR Criterion 0 0 0 13 0 1 1 43
Pricing Asian options in a semimartingale model 0 0 0 6 1 1 2 28
Risk measure pricing and hedging in incomplete markets 0 1 2 75 1 4 8 241
Total Journal Articles 0 1 2 94 2 6 11 320


Statistics updated 2019-09-09