Xu Guo

Beijing Normal University (BNU)

19 Xinjiekou Outer St

Haidian District

Beijing, Guangdong 100875

China

SCHOLARLY PAPERS

11

DOWNLOADS

930

SSRN CITATIONS
Rank 36,156

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Top 36,156

in Total Papers Citations

17

CROSSREF CITATIONS

5

Scholarly Papers (11)

Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection with Background Risk

Number of pages: 23 Posted: 09 Jan 2018
Beijing Normal University (BNU), City University of Hong Kong, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 241 (161,892)
Citation 3

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Background risk; Portfolio selection; VaR; CVaR; mean-variance model

Mean-Variance, Mean-VaR, Mean-CVaR Models for Portfolio Selection With Background Risk

Number of pages: 28 Posted: 15 Oct 2018
Beijing Normal University (BNU), City University of Hong Kong, Asia University, Department of Finance and Hong Kong Baptist University (HKBU) - Department of Mathematics
Downloads 21 (663,357)

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Background Risk; Portfolio Selection; VaR; CVaR; Mean-Variance Model

2.

Could Omega Ratio Perform Better than Sharpe Ratio?

Number of pages: 19 Posted: 21 Jun 2018 Last Revised: 26 Sep 2018
Beijing Normal University (BNU), Hebrew University of Jerusalem - Jerusalem School of Business Administration, Feng Chia University and Asia University, Department of Finance
Downloads 223 (174,972)
Citation 6

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stochastic dominance, omega ratio, utility

3.

A Note on Stochastic Dominance and the Omega Ratio

Number of pages: 10 Posted: 23 Aug 2016 Last Revised: 12 Oct 2016
Beijing Normal University (BNU), South University of Science and Technology of China and Asia University, Department of Finance
Downloads 109 (315,007)
Citation 4

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Stochastic Dominance, Omega Ratio, Risk Averters, Risk Seekers, Utility Maximization

4.

Specification Testing of Production in a Stochastic Frontier Model

Tinbergen Institute Discussion Paper 2017-097/III
Number of pages: 24 Posted: 26 Oct 2017
Beijing Normal University (BNU), Beijing University of Technology, Erasmus University Rotterdam - Erasmus School of Economics, Econometric Institute and Asia University, Department of Finance
Downloads 106 (321,061)

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Production Frontier Function, Stochastic Frontier Model, Specification Testing, Wild Bootstrap, Smoothing Process, Empirical Process, Simulations

5.

The Preferences of Omega Ratio for Risk Averters and Risk Seekers

Number of pages: 10 Posted: 22 Mar 2017
Xu Guo and Wing-Keung Wong
Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 51 (481,249)
Citation 2

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downside risk, value-at-risk, conditional-VaR, stochastic dominance, utility

6.

Central Moments, Stochastic Dominance, and the Moment Rules

Number of pages: 20 Posted: 13 Sep 2017
City University of Hong Kong, Hong Kong Baptist University (HKBU)The Hang Seng University of Hong Kong, Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 46 (502,590)
Citation 1

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Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

7.

Comparison the Production Behaviors of Regret-Averse and Purely Risk-Averse Firms

Number of pages: 17 Posted: 20 Sep 2017 Last Revised: 18 Oct 2017
Xu Guo and Wing-Keung Wong
Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 45 (506,952)
Citation 1

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Production; Regret aversion; Risk aversion; Uncertainty

8.

Optimal Production Decision with Disappointment Aversion under Uncertainty

Number of pages: 26 Posted: 16 Sep 2017
Beijing Normal University (BNU), University of Montevideo and Asia University, Department of Finance
Downloads 35 (555,588)
Citation 1

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Production; Disappointment Theory; Disappointment-Aversion, Risk-Aversion, Uncertainty

9.

Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly

Number of pages: 25 Posted: 05 Oct 2017
Beijing Normal University (BNU), South University of Science and Technology of China and Asia University, Department of Finance
Downloads 22 (635,596)
Citation 4

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Stochastic Dominance; Omega Ratio; Risk Averters; Risk Seekers; Utility Maximization; Market Efficiency; Arbitrage Opportunity; Anomaly

Central Moments, Stochastic Dominance, Moment Rule, and Diversification

Number of pages: 2 Posted: 07 Aug 2019 Last Revised: 01 Jun 2020
City University of Hong Kong, Australian National University (ANU), Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 10 (753,845)
Citation 2

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Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

Central Moments, Stochastic Dominance, Moment Rule, and Diversification

Number of pages: 13 Posted: 30 Aug 2021
City University of Hong Kong, Hong Kong Baptist University (HKBU)The Hang Seng University of Hong Kong, Beijing Normal University (BNU) and Asia University, Department of Finance
Downloads 10 (753,845)

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Stochastic dominance, central moments, expected-utility maximization, risk aversion, risk seeking, investment behaviors, moment rule

11.

Comparison of the Production Behavior of Regret-Averse And Purely Risk-Averse Firms

Estudios de Economía. Vol. 46 - Nº 2, Diciembre 2019. Páginas 157-171. December 2019
Number of pages: 16 Posted: 17 Dec 2019
Xu Guo and Wing Keung Wong
Beijing Normal University (BNU) and Auburn University
Downloads 11 (717,440)

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production, regret aversion, risk aversion, uncertainty