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 0 3 38
Parameter estimation from multinomial trees to jump diffusions with k means clustering 0 0 2 67 0 1 4 235
Risk Measure Pricing and Hedging in Incomplete Markets 0 0 1 737 0 2 11 1,930
Tradable measure of risk 0 0 0 47 0 0 1 165
Total Working Papers 0 0 3 898 0 3 19 2,458


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 0 1 42
Pricing Asian options in a semimartingale model 0 0 0 6 0 1 2 27
Risk measure pricing and hedging in incomplete markets 0 0 1 74 0 1 4 237
Total Journal Articles 0 0 1 93 0 2 7 314


Statistics updated 2019-06-03