Xingbo Xu

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)

331 S.W. Mudd Building

500 West 120th Street

New York, NY 10027

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 33,740

SSRN RANKINGS

Top 33,740

in Total Papers Downloads

1,484

SSRN CITATIONS

8

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Robust Risk Measurement and Model Risk

Number of pages: 49 Posted: 28 Oct 2012
Paul Glasserman and Xingbo Xu
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 892 (28,304)
Citation 5

Abstract:

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2.

Robust Portfolio Control with Stochastic Factor Dynamics

Number of pages: 45 Posted: 17 Nov 2011 Last Revised: 29 Oct 2012
Paul Glasserman and Xingbo Xu
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 417 (76,281)
Citation 7

Abstract:

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3.

Portfolio Rebalancing Error with Jumps and Mean Reversion in Asset Prices

Stochastic Systems, Vol. 1, pp. 1-37, 2011 , Columbia Business School Research Paper No. 11-21
Number of pages: 37 Posted: 20 Oct 2011
Paul Glasserman and Xingbo Xu
Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 90 (308,782)

Abstract:

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4.

EM Algorithm and Stochastic Control in Economics

Number of pages: 46 Posted: 07 Nov 2016
Steven Kou, Xianhua Peng and Xingbo Xu
Boston University, Peking University - HSBC School of Business and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 85 (320,085)

Abstract:

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EM algorithm, stochastic control, recursive model, dynamic programming, monopoly pricing, real business cycle, numerical methods, stochastic approximation