Concepedia

Dewen Xiong

DX

Statistics

Publications

6

Citations

130

H-Index

6

Active since

2007

Affiliations

Shanghai Jiao Tong University(Current)

University of Konstanz

Dewen Xiong is an author at Shanghai Jiao Tong University specializing in financial economics, business, and finance.

ORCID

Publications per year

2007–2019

6

Publications

6

Alpha-robust mean-variance reinsurance-investment strategy

Bin Li, Danping Li, Dewen Xiong · Journal of Economic Dynamics and Control · 2016 · 58 citations

, , +12

Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization

Bin Li, Peng Luo, Dewen Xiong · SIAM Journal on Financial Mathematics · 2019 · 18 citations

, , +17

The Mean-Variance Hedging of a Defaultable Option with Partial Information

Michael Kohlmann, Dewen Xiong · Stochastic Analysis and Applications · 2007 · 16 citations

, , +17

Mean Variance Hedging in a General Jump Model

Michael Kohlmann, Dewen Xiong, Zhongxing Ye · Applied Mathematical Finance · 2009 · 15 citations

, , +17

Change of filtrations and mean–variance hedging

Michael Kohlmann, Dewen Xiong, Zhongxing Ye · Stochastics · 2007 · 13 citations

, , +14

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