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Xiaoxia Ye
ORCID
Publication Activity (10 Years)
Years Active: 2016-2021
Publications (10 Years): 4
Top Topics
Gaussian Model
Literature Review
Stock Price
Asset Allocation
Top Venues
Eur. J. Oper. Res.
Ann. Oper. Res.
Manag. Sci.
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Publications
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Emmanouil Platanakis
,
Charles Sutcliffe
,
Xiaoxia Ye
Horses for courses: Mean-variance for asset allocation and 1/N for stock selection.
Eur. J. Oper. Res.
288 (1) (2021)
Haitao Li
,
Xiaoxia Ye
,
Fan Yu
Unifying Gaussian dynamic term structure models from a Heath-Jarrow-Morton perspective.
Eur. J. Oper. Res.
286 (3) (2020)
Albert Lee Chun
,
Ethan Namvar
,
Xiaoxia Ye
,
Fan Yu
Modeling Municipal Yields With (and Without) Bond Insurance.
Manag. Sci.
65 (8) (2019)
Yongrok Choi
,
Xiaoxia Ye
,
Lu Zhao
,
Amanda C. Luo
Optimizing enterprise risk management: a literature review and critical analysis of the work of Wu and Olson.
Ann. Oper. Res.
237 (1-2) (2016)