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

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SSRN CITATIONS
Rank 39,204

SSRN RANKINGS

Top 39,204

in Total Papers Citations

16

CROSSREF CITATIONS

3

Scholarly Papers (4)

1.

Robust Risk Measurement and Model Risk

Number of pages: 49 Posted: 28 Oct 2012
Paul Glasserman and Xingbo Xu
Columbia University - Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 914 (36,524)
Citation 11

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 University - Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 425 (97,087)
Citation 8

Abstract:

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3.

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 124 (312,444)
Citation 2

Abstract:

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

4.

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 University - Columbia Business School and Columbia University - Department of Industrial Engineering and Operations Research (IEOR)
Downloads 92 (381,846)

Abstract:

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