Statistics
Publications
4
Citations
326
H-Index
4
Active since
2011
Affiliations
Columbia University(Current)
Xingbo Xu is an author at Columbia University specializing in finance, counterparty risk, and robust optimal control.
Publications per year
2011–2013
4
4
Robust risk measurement and model risk
Paul Glasserman, Xingbo Xu · Quantitative Finance · 2013 · 217 citations
Management, Finance, Risk Management +17
Robust Portfolio Control with Stochastic Factor Dynamics
Paul Glasserman, Xingbo Xu · Operations Research · 2013 · 73 citations
Robust Portfolio Control with Stochastic Factor Dynamics
Paul Glasserman, Xingbo Xu · SSRN Electronic Journal · 2011 · 21 citations · Full text
Robust Risk Measurement and Model Risk
Paul Glasserman, Xingbo Xu · SSRN Electronic Journal · 2012 · 15 citations · Full text
Management, Finance, Risk Management +17
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