Domaines de recherche
- Finance d'entreprise et de marché
- Efficacité du marché
- Fusions et acquisitions
- Théorie du portefeuille
- Risques extrêmes
- Comportement d'investissement
- Dominance stochastique
Publications des cinq dernières années
Articles
XU, X. (2025). Market neutrality and beta crashes. Journal of Empirical Finance, 80, pp. 101577.
KOLOKOLOVA, O. et XU, X. (2024). Enhancing betting against beta with stochastic dominance. Journal of Empirical Finance, 76, pp. 101465.
LE COURTOIS, O. et XU, X. (2024). Efficient Portfolios and Extreme Risks: A Pareto-Dirichlet Approach. Annals of Operations Research, 335, pp. 261-292.
COURTOIS, O.L. et 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. et XU, X. (2022). Is the index efficient? A worldwide tour with stochastic dominance. Journal of Financial Markets, 59(Part B).
Conférences et autres contributions
XU, X. (2024). Volatility targeting. Dans: China International Risk Forum and China Finance Review International Joint Conference. Nanjing.
XU, X. (2024). Improving Volatility-Managed Portfolios in Real Time. Dans: 2024 Econometric Society Asian Meeting. Zhejiang University.
XU, X. (2023). Market Neutrality and Beta Crashes. Dans: 2023 the Econometric Society Asian Meeting. Beijing.
XU, X. (2023). Market Neutrality and Beta Crashes. Dans: The 39th Conference of the French Finance Association (AFFI). Kedge Business School, Bordeaux.
XU, X. (2022). When target volatility is off target. Dans: 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. Dans: Modeling Uncertainty in Social, Economic, and Environmental Sciences (MUSEES). emlyon Business School.
KOLOKOLOVA, O., LE COURTOIS, O. et XU, X. (2021). Is it Efficient to Buy the Index? A Worldwide Tour with Stochastic Dominance. Dans: 37th International Conference of the French Finance Association (AFFI). Audencia, Nantes.