Xingbo Xu

Finance · 2014

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it
• Economics and Econometrics — 10 citations into it
• Management Science and Operations Research — 7 citations into it

Whom Xingbo Xu trusts overall

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

1. Garud N. Iyengar
2. Denise Draper
3. Olivier Ledoit
4. Donald Goldfarb
5. Lars Peter Hansen
6. Michael Wolf

Papers from Xingbo Xu's perspective

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

1. Robust Dynamic Programming
2. Robust Portfolio Selection Problems (Mathematics of Operations Research)
3. Robust control and model misspecification (Journal of Economics Theory)
4. Lectures on Stochastic Programming: Modeling and Theory
5. Assessment and Propagation of Model Uncertainty
6. Improved estimation of the covariance matrix of stock returns with an application to portfolio selection
7. Robust Control and Model Uncertainty
8. Credit risk optimization with Conditional Value-at-Risk criterion (Mathematical programming)
9. Worst-Case Value-At-Risk and Robust Portfolio Optimization: A Conic Programming Approach (Operational Research)
10. Interior-point polynomial algorithms in convex programming

Their papers

• Robust risk measurement and model risk (2014) — 213 citations