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Xinyu Xiong

Columbia University - Columbia Business School

3022 Broadway

New York, NY 10027

United States

SCHOLARLY PAPERS

2

DOWNLOADS

218

TOTAL CITATIONS

0

Scholarly Papers (2)

1.

Regime-Aware Allocation for Robust Multi-Asset Portfolio Management

Number of pages: 26 Posted: 03 Apr 2026
Yizhan Shu and Xinyu Xiong
Princeton University - Department of Operations Research & Financial Engineering (ORFE) and Columbia University - Columbia Business School
Downloads 179 (621,896)

Abstract:

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Asset Allocation, Statistical Jump Models, Downside Risk, Portfolio Construction, Machine Learning

2.

From Trades to Outcomes: How Win Rate and Payoff Shape Capital Growth

Number of pages: 9 Posted: 06 Apr 2026
Xinyu Xiong
Columbia University - Columbia Business School
Downloads 39 (1,263,436)

Abstract:

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Stop-loss, Win rate, Payoff ratio, Capital growth, Risk management, Return asymmetry, Portfolio robustness