Xu Guo

Model Checking for Parametric Single-index Models: A Dimension Reduction Model-Adaptive Approach

Xu Guo, Tao Wang, Lixing Zhu · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 2015 · 75 citations · Full text

Business, Biostatistics, Econometrics +16

Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

Xu Guo, Raymond H. Chan, Wing‐Keung Wong · Risk Management · 2018 · 68 citations

Business, Finance, Financial Management +17

False Discovery Rate Control Under General Dependence By Symmetrized Data Aggregation

Lilun Du, Xu Guo, Wenguang Sun et al. · Journal of the American Statistical Association · 2021 · 51 citations

Public Health, Biostatistics, Data Science +16

Stochastic Dominance and Omega Ratio: Measures to Examine Market Efficiency, Arbitrage Opportunity, and Anomaly

Xu Guo, Xuejun Jiang, Wing‐Keung Wong · Economies · 2017 · 43 citations · Full text

Business, Economics, Finance +12

The two-moment decision model with additive risks

Xu Guo, Andreas Wagener, Wing‐Keung Wong · Risk Management · 2017 · 40 citations

Business, Biostatistics, Decision Sciences +13