Xian Hua Peng

According to our database1, Xian Hua Peng authored at least 5 papers between 2008 and 2018.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2018
Asset Pricing with Spatial Interaction.
Manag. Sci., 2018

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk.
Oper. Res., 2018

2016
On the Measurement of Economic Tail Risk.
Oper. Res., 2016

2013
External Risk Measures and Basel Accords.
Math. Oper. Res., 2013

2008
Connecting the top-down to the bottom-up: Pricing CDO under a Conditional Survival (CS) model.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008


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