Xiao Jiang

Finance · with Bernard · 2014

A researcher in the Science corpus: 1 paper; trusts 14 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 15 citations into it
• Management Science and Operations Research — 11 citations into it
• Economics and Econometrics — 6 citations into it

Whom Xiao Jiang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Paul Embrechts
2. Alexander J. McNeil
3. Rama Cont
4. Ludger Rüschendorf
5. Rob Kaas
6. Jan Dhaene
7. Nicole Bäuerle
8. Peter Tankov
9. Marc J. Goovaerts

Papers from Xiao Jiang's perspective

Ordered by how strongly the researchers Xiao Jiang trusts endorse each paper. Same corpus, a different order for every researcher.

1. Convex measures of risk and trading constraints (Finance and Stochastics)
2. On law invariant coherent risk measures
3. Risk Measures and Comonotonicity: A Review
4. Quantitative Risk Management: Concepts, Techniques, and Tools
5. Stochastic Orders and Risk Measures: Consistency and Bounds
6. RISK MEASURES FOR NON‐INTEGRABLE RANDOM VARIABLES
7. Value-at-Risk Bounds with Variance Constraints
8. Using copulae to bound the Value-at-Risk for functions of dependent risks (Finance and Stochastics)
9. The concept of comonotonicity in actuarial science and finance: theory (Insurance, Mathematics & Economics)
10. Model uncertainty and VaR aggregation

Their papers

• Risk aggregation with dependence uncertainty (2014) — 130 citations