Mingxin Xu : Citation Profile

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H index

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i10 index

80

Citations

RESEARCH PRODUCTION:

4

Articles

5

Papers

RESEARCH ACTIVITY:

   9 years (2004 - 2013). See details.
   Cites by year: 8
   Journals where Mingxin Xu has often published
   Relations with other researchers
   Recent citing documents: 11.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pxu35
   Updated: 2026-11-07    RAS profile: 2025-04-28    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mingxin Xu.

Is cited by:

Černý, Aleš (4)

Anthropelos, Michail (2)

Pham, Thach (1)

Wang, Xingchun (1)

Pallavicini, Andrea (1)

Tiwari, Aviral (1)

Papapostolou, Nikos (1)

Righi, Marcelo (1)

Powell, Robert (1)

Černý, Aleš (1)

Gospodinov, Nikolay (1)

Cites to:

Acerbi, Carlo (9)

Tasche, Dirk (4)

Schied, Alexander (4)

Artzner, Philippe (4)

Shapiro, Alexander (2)

Ruszczynski, Andrzej (2)

Riedel, Frank (2)

Kondor, Imre (2)

Kramkov, Dmitry (1)

Alvarez, Luis (1)

Vecer, Jan (1)

Main data

Where Mingxin Xu has published?

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3

Recent works citing Mingxin Xu (2025 and 2024)

YearTitle of citing document
2024Optimal hedging with variational preferences under convex risk measures. (2024). Righi, Marcelo. In: Papers. RePEc:arx:papers:2407.03431.

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2025Risk-indifference Pricing of American-style Contingent Claims. (2024). Sturm, Stephan ; Kumar, Rohini ; Nasralah, Hussein ; Miller, Frederick Forrest. In: Papers. RePEc:arx:papers:2409.00095.

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2024Discrete approximation of risk-based prices under volatility uncertainty. (2024). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Papers. RePEc:arx:papers:2411.00713.

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2025Model-Free Deep Hedging with Transaction Costs and Light Data Requirements. (2025). Brugiere, Pierre ; Turinici, Gabriel. In: Papers. RePEc:arx:papers:2505.22836.

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2025Discrete approximation of risk-based prices under volatility uncertainty. (2025). Blessing, Jonas ; Sgarabottolo, Alessandro ; Kupper, Michael. In: Center for Mathematical Economics Working Papers. RePEc:bie:wpaper:742.

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2024Relationship between deep hedging and delta hedging: Leveraging a statistical arbitrage strategy. (2024). Nakagawa, Kei ; Horikawa, Hiroaki. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001314.

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2026Mitigating downside risk: ESG integration in portfolio construction with stock preselection using machine learning and mean-CVaR optimization. (2026). de Smedt, Johannes ; Stevens, Alexander ; Zhang, Yanyi ; Vanneste, Line ; van Wallendael, Larry. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:106:y:2026:i:c:s106297692600013x.

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2024Numeraire-Invariant Quadratic Hedging and Mean–Variance Portfolio Allocation. (2024). Černý, Aleš ; Kallsen, Jan ; Czichowsky, Christoph. In: Mathematics of Operations Research. RePEc:inm:ormoor:v:49:y:2024:i:2:p:752-781.

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2026Static Pricing of Exotic Derivatives Under Conditional Value-at-Risk (CVaR) in Incomplete Markets. (2026). Boonklurb, Ratinan ; Kosapong, Benyanee ; Rakwongwan, Udomsak. In: Computational Economics. RePEc:kap:compec:v:67:y:2026:i:3:d:10.1007_s10614-025-10938-9.

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2026Valuing vulnerable Asian options under contagion dynamics. (2026). Zhao, Mengjie ; Wang, Yiming ; Li, Zelei. In: Review of Derivatives Research. RePEc:kap:revdev:v:29:y:2026:i:1:d:10.1007_s11147-025-09222-7.

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2025Backward hedging for American options with transaction costs. (2025). Goudenge, Ludovic ; Molent, Andrea ; Zanette, Antonino. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:48:y:2025:i:1:d:10.1007_s10203-024-00472-y.

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Works by Mingxin Xu:

YearTitleTypeCited
2013Optimal Dynamic Portfolio with Mean-CVaR Criterion In: Papers.
[Full Text][Citation analysis]		paper4
2013Optimal Dynamic Portfolio with Mean-CVaR Criterion.(2013) In: Risks.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2006Risk measure pricing and hedging in incomplete markets In: Annals of Finance.
[Full Text][Citation analysis]		article40
2005Risk Measure Pricing and Hedging in Incomplete Markets.(2005) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 40		paper
2010Minimizing Conditional Value-at-Risk under Constraint on Expected Value In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Parameter estimation from multinomial trees to jump diffusions with k means clustering In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2007Tradable measure of risk In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2009A continuous-time search model with job switch and jumps In: Mathematical Methods of Operations Research.
[Full Text][Citation analysis]		article0
2004Pricing Asian options in a semimartingale model In: Quantitative Finance.
[Full Text][Citation analysis]		article36

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 4 2026. Contact: CitEc Team