James X. Xiong
2011
A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.
Whom James X. Xiong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Papers from James X. Xiong's perspective
Ordered by how strongly the researchers James X. Xiong trusts endorse each paper. Same corpus, a different order for every researcher.
- Handbook of heavy tailed distributions in finance
- Portfolio Selection
- The Pricing of Options and Corporate Liabilities
- Optimization of conditional value-at risk
- Generalized autoregressive conditional heteroskedasticity
- The distribution of realized stock return volatility
- The Markowitz Optimization Enigma: Is 'Optimized' Optimal?
- The economic nature of the firm: From Risk, Uncertainty, and Profit
- Asymmetric Correlations of Equity Portfolios
- Dependence patterns across financial markets: a mixed copula approach
Their papers
- The Impact of Skewness and Fat Tails on the Asset Allocation Decision (2011) — 110 citations