Areas of research
- Corporate and Market Finance
- Market Efficiency
- Mergers and Acquisition
- Portfolio Theory
- Extreme Risks
- Investment Behavior
- Stochastic Dominance
Publications from the last 5 years
Articles
XU, X. (2025). Market neutrality and beta crashes. Journal of Empirical Finance, 80, pp. 101577.
KOLOKOLOVA, O. and XU, X. (2024). Enhancing betting against beta with stochastic dominance. Journal of Empirical Finance, 76, pp. 101465.
LE COURTOIS, O. and XU, X. (2024). Efficient Portfolios and Extreme Risks: A Pareto-Dirichlet Approach. Annals of Operations Research, 335, pp. 261-292.
COURTOIS, O.L. and XU, X. (2023). Semivariance below the maximum: Assessing the performance of economic and financial prospects. Journal of Economic Behavior and Organization, 209, pp. 185-199.
KOLOKOLOVA, O., LE COURTOIS, O. and XU, X. (2022). Is the index efficient? A worldwide tour with stochastic dominance. Journal of Financial Markets, 59(Part B).
Conferences and other contributions
XU, X. (2024). Volatility targeting. In: China International Risk Forum and China Finance Review International Joint Conference. Nanjing.
XU, X. (2024). Improving Volatility-Managed Portfolios in Real Time. In: 2024 Econometric Society Asian Meeting. Zhejiang University.
XU, X. (2023). Market Neutrality and Beta Crashes. In: 2023 the Econometric Society Asian Meeting. Beijing.
XU, X. (2023). Market Neutrality and Beta Crashes. In: The 39th Conference of the French Finance Association (AFFI). Kedge Business School, Bordeaux.
XU, X. (2022). When target volatility is off target. In: The 12th Financial Markets and Corporate Governance Conference (FMCG 2022), Virtual Conference. Monash Business School.
XU, X. (2022). A complete ranking of Risky prospects Consistents with Stochastic Dominance. In: Modeling Uncertainty in Social, Economic, and Environmental Sciences (MUSEES). emlyon Business School.
KOLOKOLOVA, O., LE COURTOIS, O. and XU, X. (2021). Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance. In: 37th International Conference of the French Finance Association (AFFI). Audencia, Nantes.