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Mingxin Xu

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This is information that was supplied by Mingxin Xu in registering through RePEc. If you are Mingxin Xu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Mingxin
Middle Name:
Last Name: Xu
Suffix:

RePEc Short-ID: pxu35

Email:
Homepage: http://www.math.uncc.edu/~mxu2
Postal Address:
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Affiliation

University of North Carolina at Charlotte
Homepage: http://www.uncc.edu
Location: Charlotte, NC

Works

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Working papers

  1. Jing Li & Mingxin Xu, 2013. "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Papers 1308.2324, arXiv.org.
  2. Li, Jing & Xu, Mingxin, 2009. "Minimizing Conditional Value-at-Risk under Constraint on Expected Value," MPRA Paper 26342, University Library of Munich, Germany, revised 25 Oct 2010.
  3. Lee, Kiseop & Xu, Mingxin, 2007. "Parameter estimation from multinomial trees to jump diffusions with k means clustering," MPRA Paper 3307, University Library of Munich, Germany, revised 26 Apr 2007.
  4. Pospisil, Libor & Vecer, Jan & Xu, Mingxin, 2007. "Tradable measure of risk," MPRA Paper 5059, University Library of Munich, Germany.
  5. Mingxin Xu, 2004. "Risk Measure Pricing and Hedging in Incomplete Markets," Finance 0406004, EconWPA, revised 06 Apr 2005.

Articles

  1. Jing Li & Mingxin Xu, 2013. "Optimal Dynamic Portfolio with Mean-CVaR Criterion," Risks, MDPI, Open Access Journal, vol. 1(3), pages 119-147, November.
  2. Mingxin Xu, 2006. "Risk measure pricing and hedging in incomplete markets," Annals of Finance, Springer, vol. 2(1), pages 51-71, January.
  3. Jan Vecer & Mingxin Xu, 2004. "Pricing Asian options in a semimartingale model," Quantitative Finance, Taylor & Francis Journals, vol. 4(2), pages 170-175.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2013-08-16. Author is listed
  2. NEP-CFN: Corporate Finance (1) 2004-06-13. Author is listed
  3. NEP-ECM: Econometrics (1) 2007-05-26. Author is listed
  4. NEP-FIN: Finance (1) 2004-06-13. Author is listed
  5. NEP-RMG: Risk Management (2) 2007-10-06 2013-08-16. Author is listed
  6. NEP-SPO: Sports & Economics (1) 2013-08-16. Author is listed

Statistics

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Co-authorship network on CollEc

Corrections

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