Xianhua Peng

Identifiers

• name variant Xianhua Peng 0.60 · backfill

Papers (5)

1. Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets Induced by Value-at-Risk q-fin.RM · 2017 · author #2
2. EM Algorithm and Stochastic Control in Economics q-fin.EC · 2016 · author #2
3. On the Measurement of Economic Tail Risk q-fin.RM · 2014 · author #2
4. Asset Allocation under the Basel Accord Risk Measures q-fin.PM · 2013 · author #2
5. On the Wiener-Hopf factorization for Levy processes with bounded positive jumps math.PR · 2011 · author #2

Mentions

• 1108.3008 #2 · backfill · confidence 0.70 Xianhua Peng

Frequent Coauthors

• Steven Kou 2 shared papers
• Alexey Kuznetsov 1 shared papers
• Xiaodi Bai 1 shared papers
• Xiaoling Sun 1 shared papers
• Xingbo Xu 1 shared papers
• Xin Liu 1 shared papers
• Xue Dong He 1 shared papers
• Zaiwen Wen 1 shared papers