James X. Xiong - Concepedia

Author

James X. Xiong

Yale University

Also Known As

James X. Xiong, James Xiong

Publications

457

Citations

H-Index

Concepts

All Affiliations

Yale University Morgan Stanley (United States)Institut Mines-Télécom Business School Zebra Technologies (United States)

About

James X. Xiong is an author at Yale University specializing in business, finance, and financial economics.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Business	7	7	326
2	Management	5	5	280
3	Accounting	3	3	150
4	Economics	2	2	138
5	Engineering	1	1	12

James X. Xiong

Publications

393

Citations

H-Index

Page 1

	Year	Citations
The Impact of Skewness and Fat Tails on the Asset Allocation Decision James X. Xiong, Thomas M. Idzorek Financial Analysts Journal Asset AllocationPortfolio ManagementM-cvar OptimizationFat TailsPortfolio Choice	2011	125
The Equal Importance of Asset Allocation and Active Management James X. Xiong, Roger G. Ibbotson, Thomas M. Idzorek, Financial Analysts Journal Cross-sectional RegressionsAsset AllocationPortfolio ManagementPortfolio ChoiceAsset Pricing	2010	94
Impact of Size and Flows on Performance for Funds of Hedge Funds James X. Xiong, Thomas M. Idzorek, Peng Chen, The Journal of Portfolio Management Financial EconomicsAsset PricingFund ManagementHedge FundAccounting	2009	34
The Liquidity Style of Mutual Funds Thomas M. Idzorek, James X. Xiong, Roger G. Ibbotson Financial Analysts Journal Empirical FinanceLiquidity RiskLiquidity StyleFinancial EconomicsFund Management	2012	26
How Index Trading Increases Market Vulnerability Rodney N. Sullivan, James X. Xiong Financial Analysts Journal	2012	22
Volatility versus Tail Risk: <i>Which One Is Compensated in Equity Funds?</i> James X. Xiong, Thomas M. Idzorek, Roger G. Ibbotson The Journal of Portfolio Management Empirical FinanceVolatility ModelingLow-volatility AnomalyFinancial Risk ManagementTail Risk	2014	22
The Impact of ESG Risk on Stocks James X. Xiong The Journal of Impact and ESG Investing	2021	22
Using truncated Lévy flight to estimate downside risk James X. Xiong Journal of risk management in financial institutions Asset AllocationTail RiskFat TailsFinancial MathematicsAsset Pricing	2010	13
Allocation to Deferred Variable Annuities with GMWB for Life James X. Xiong, Thomas M. Idzorek, Peng Chen Mathematical ProgrammingUnit CommitmentDeferred Variable AnnuitiesEngineeringBusiness	2010	12
The Economic Value of Forecasting Left-Tail Risk James X. Xiong, Thomas M. Idzorek, Roger G. Ibbotson The Journal of Portfolio Management	2016	12

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