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 94
Optimal Dynamic Portfolio with Mean-CVaR Criterion 0 0 0 26 0 0 1 71
Parameter estimation from multinomial trees to jump diffusions with k means clustering 0 0 0 68 0 0 0 246
Risk Measure Pricing and Hedging in Incomplete Markets 0 0 1 742 0 0 1 1,959
Tradable measure of risk 0 0 0 50 0 0 0 177
Total Working Papers 0 0 1 910 0 0 2 2,547


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 1 0 0 1 14
Optimal Dynamic Portfolio with Mean-CVaR Criterion 0 0 0 16 0 0 0 69
Pricing Asian options in a semimartingale model 0 0 0 8 0 0 0 34
Risk measure pricing and hedging in incomplete markets 0 0 0 77 1 1 6 275
Total Journal Articles 0 0 0 102 1 1 7 392


Statistics updated 2024-12-04