Hao Xing

Boston University - Questrom School of Business

595 Commonwealth Avenue

Boston, MA MA 02215

United States

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 21,179

SSRN RANKINGS

Top 21,179

in Total Papers Downloads

4,562

SSRN CITATIONS
Rank 23,135

SSRN RANKINGS

Top 23,135

in Total Papers Citations

31

CROSSREF CITATIONS

24

Scholarly Papers (21)

1.

The Dark Side of Circuit Breakers

Journal of Finance, Forthcoming
Number of pages: 83 Posted: 05 Apr 2023
Massachusetts Institute of Technology, MIT Sloan School of Management, Massachusetts Institute of Technology (MIT) - Sloan School of Management and Boston University - Questrom School of Business
Downloads 547 (96,275)

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circuit breaker, volatility amplification, magnet effect, liquidity, welfare, skewness, trading volume

2.

Process Intangibles and Agency Conflicts

MIT Sloan Research Paper No. 6927-23
Number of pages: 72 Posted: 09 Feb 2023 Last Revised: 16 May 2024
Massachusetts Institute of Technology, University of California, Berkeley, Arizona State University (ASU) - Finance Department and Boston University - Questrom School of Business
Downloads 482 (112,352)

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Process Intangibles, Intangible capital, Dynamic contracting, Compensation

3.

Asset Pricing under Optimal Contracts

Number of pages: 43 Posted: 09 Feb 2017 Last Revised: 17 Oct 2017
Jaksa Cvitanic and Hao Xing
California Institute of Technology - Division of the Humanities and Social Sciences and Boston University - Questrom School of Business
Downloads 452 (121,233)
Citation 2

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Asset-Management, Equilibrium Asset Pricing, Optimal Contracts, Principal-Agent Problem

4.

Robustness and Dynamic Sentiment

Number of pages: 52 Posted: 09 Mar 2021 Last Revised: 02 Jun 2021
INSEAD - Finance, Boston University - Department of Finance & Economics and Boston University - Questrom School of Business
Downloads 389 (144,115)

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robust control, subjective beliefs, pessimism, optimism, Cressie-Read

5.

Performance Evaluation, Managerial Hedging, and Contract Termination

Number of pages: 71 Posted: 04 Dec 2017 Last Revised: 09 Aug 2022
Yu Huang, Nengjiu Ju and Hao Xing
Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF) and Boston University - Questrom School of Business
Downloads 328 (173,657)
Citation 1

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Moral Hazard, Managerial Hedging, Optimal Contracting, Performance Evaluation

6.

Cash Policies and Firm Size

Number of pages: 94 Posted: 20 Apr 2022 Last Revised: 07 May 2024
University of California, Berkeley, Boston University - Questrom School of Business, Rice University and Boston University - Questrom School of Business
Downloads 297 (192,870)

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Cash holdings, liquidity management, costly financing

7.

Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice and Asset Pricing

Number of pages: 67 Posted: 29 Oct 2022 Last Revised: 17 Jul 2023
Tilburg University, INSEAD - Finance and Boston University - Questrom School of Business
Downloads 287 (199,805)

Abstract:

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8.

Consumption Investment Optimization with Epstein-Zin Utility in Incomplete Markets

Number of pages: 30 Posted: 20 Jan 2015 Last Revised: 13 Nov 2015
Hao Xing
Boston University - Questrom School of Business
Downloads 240 (238,861)
Citation 5

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Portfolio optimization, Epstein-Zin utility, Backward stochastic differential equation

9.

Multistage Financing: Milestone Bonuses or Deferred Compensation

Number of pages: 34 Posted: 02 Jun 2022 Last Revised: 29 Mar 2023
Kerry Back, Ali Kakhbod and Hao Xing
Rice University - Jesse H. Jones Graduate School of Business, University of California, Berkeley and Boston University - Questrom School of Business
Downloads 234 (244,744)

Abstract:

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Multistage projects, Moral Hazard, Dynamic Contracts, Project Financing

10.

Convex Duality for Epstein-Zin Stochastic Differential Utility

Number of pages: 25 Posted: 15 Jan 2016 Last Revised: 02 Nov 2016
Anis Matoussi and Hao Xing
Ecole Polytechnique, Paris and Boston University - Questrom School of Business
Downloads 232 (246,709)
Citation 7

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Consumption investment optimization, Convex duality, Stochastic differential utility, Backward stochastic differential equation

11.

Monitoring and Pay for Long-Run Performance

Number of pages: 84 Posted: 04 Jun 2023 Last Revised: 17 Jul 2023
Rice University - Jesse H. Jones Graduate School of Business, University of California, Berkeley, University of California, Berkeley and Boston University - Questrom School of Business
Downloads 176 (317,592)

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Monitoring, Rewards, Compensation, Moral hazard, Dynamic contracts, Airline stops.

12.

Contracting Firm Pollution

Number of pages: 62 Posted: 10 Mar 2023 Last Revised: 11 Dec 2023
Jerome Detemple and Hao Xing
Boston University - Questrom School of Business and Boston University - Questrom School of Business
Downloads 165 (335,851)

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Principal-agent problem, optimal contracts, hidden actions, pollution abating investment, environment, welfare

13.

Incomplete Stochastic Equilibria with Exponential Utilities: Close to Pareto Optimality

Number of pages: 35 Posted: 28 May 2015
London School of Economics & Political Science (LSE), Boston University - Questrom School of Business and University of Texas at Austin
Downloads 147 (369,766)
Citation 17

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backward stochastic differential equations, general equilibrium, incomplete markets, Radner equilibrium, systems of BSDE

14.

Heterogeneous Learning in Product Markets

Number of pages: 62 Posted: 14 Nov 2021 Last Revised: 15 Mar 2024
University of California, Berkeley, Harvard University and Boston University - Questrom School of Business
Downloads 146 (371,826)
Citation 1

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Market structure, Market power, Trading, Learning.

15.

Abstract, Classic, and Explicit Turnpikes

Boston U. School of Management Research Paper No. 2011-5
Number of pages: 34 Posted: 18 Mar 2011 Last Revised: 09 Feb 2012
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, Questrom School of Business, Boston University, Boston University - Questrom School of Business and Carnegie Mellon University
Downloads 132 (402,426)
Citation 4

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Portfolio Choice, Incomplete Markets, Long-Run, Utility Functions, Turnpikes

16.

Robust Portfolios and Weak Incentives in Long Run Investments

Boston U. School of Management Research Paper No. 2013-5
Number of pages: 35 Posted: 11 Jun 2013 Last Revised: 08 Oct 2013
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, Imperial College London - Department of Mathematics and Boston University - Questrom School of Business
Downloads 126 (416,957)

Abstract:

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long run, portfolio choice, incentives, executive compensation

17.

Asymptotic Glosten Milgrom Equilibrium

Number of pages: 35 Posted: 19 Oct 2013 Last Revised: 24 Apr 2014
Cheng Li and Hao Xing
London School of Economics & Political Science (LSE) and Boston University - Questrom School of Business
Downloads 66 (630,805)
Citation 2

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Glosten Milgrom model, Kyle model, nonexistence, occupation time, weak convergence

18.

Valuation Equations for Stochastic Volatility Models

SIAM J. Finan. Math., 3(1), 351–373, 2012.
Number of pages: 25 Posted: 28 May 2016
University of Michigan at Ann Arbor - Department of Mathematics, London School of Economics & Political Science (LSE) and Boston University - Questrom School of Business
Downloads 48 (732,858)

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stochastic volatility models, valuation equations, Feynman–Kac theorem, strict local martingales, necessary and sufficient conditions for uniqueness

19.

Strict Local Martingale Deflators and Valuing American Call-Type Options

Finance Stochastics, Vol. 16, No. 2, 2012
Number of pages: 17 Posted: 28 May 2016
University of Michigan at Ann Arbor - Department of Mathematics, London School of Economics & Political Science (LSE) and Boston University - Questrom School of Business
Downloads 43 (766,662)

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Strict local martingales, Deflators, American call options

Generalized Robustness and Dynamic Pessimism

NBER Working Paper No. w26970
Number of pages: 43 Posted: 20 Apr 2020 Last Revised: 12 Mar 2023
INSEAD - Finance, Boston University - Department of Finance & Economics and Boston University - Questrom School of Business
Downloads 25 (941,750)

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Generalized Robustness and Dynamic Pessimism

CEPR Discussion Paper No. DP14592
Number of pages: 45 Posted: 08 May 2020
INSEAD - Finance, Boston University - Department of Finance & Economics and Boston University - Questrom School of Business
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Cressie Read, Pessimism, Robust control, Subjective beliefs

21.

Long-Term and Blow-Up Behaviors of Exponential Moments in Multi-Dimensional Affine Diffusions

Stochastic Processes and their Applications, vol. 122, 2961-2993
Posted: 30 Dec 2013
Rudra Jena, Kyoung-Kuk Kim and Hao Xing
Independent, Korea Advanced Institute of Science and Technology and Boston University - Questrom School of Business

Abstract:

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Affine diffusions; Exponential moments; Riccati differential equations; Implied volatility