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 | 3 | 5 | 5 | 101 |
| Optimal Dynamic Portfolio with Mean-CVaR Criterion | 0 | 0 | 0 | 26 | 2 | 7 | 10 | 81 |
| Parameter estimation from multinomial trees to jump diffusions with k means clustering | 0 | 0 | 0 | 68 | 0 | 4 | 7 | 253 |
| Risk Measure Pricing and Hedging in Incomplete Markets | 1 | 1 | 1 | 743 | 3 | 5 | 9 | 1,970 |
| Tradable measure of risk | 0 | 0 | 0 | 50 | 0 | 5 | 6 | 183 |
| Total Working Papers | 1 | 1 | 1 | 911 | 8 | 26 | 37 | 2,588 |
| 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 | 1 | 2 | 0 | 4 | 6 | 20 |
| Optimal Dynamic Portfolio with Mean-CVaR Criterion | 0 | 0 | 0 | 16 | 0 | 2 | 4 | 73 |
| Pricing Asian options in a semimartingale model | 0 | 0 | 0 | 8 | 0 | 9 | 11 | 46 |
| Risk measure pricing and hedging in incomplete markets | 0 | 1 | 2 | 79 | 1 | 5 | 12 | 287 |
| Total Journal Articles | 0 | 1 | 3 | 105 | 1 | 20 | 33 | 426 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.