Xian Hua Peng

Publication Activity (10 Years)

Years Active: 2008-2023
Publications (10 Years): 5

Top Topics

Corporate Governance

Poisson Process

Top Venues

Oper. Res. Lett.

Publications

Xian Hua Peng, Chenyin Gong, Xue Dong He
Reinforcement Learning for Financial Index Tracking. CoRR (2023)
Steven Kou, Xian Hua Peng, Haowen Zhong
Asset Pricing with Spatial Interaction. Manag. Sci. 64 (5) (2018)
Xue Dong He, Xian Hua Peng
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk. Oper. Res. 66 (5) (2018)
Miaoqi Fu, Xian Hua Peng
On the sample path properties of mixed Poisson processes. Oper. Res. Lett. 46 (1) (2018)
Steven Kou, Xian Hua Peng
On the Measurement of Economic Tail Risk. Oper. Res. 64 (5) (2016)
Steven Kou, Xian Hua Peng, Chris C. Heyde
External Risk Measures and Basel Accords. Math. Oper. Res. 38 (3) (2013)
Xian Hua Peng, Steven S. G. Kou
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model. WSC (2008)