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researcher

X. He

8 papers hereh-index 9280 citations26 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author5
  • middle author1
  • last author2

Across the 8 of 8 papers where every author was matched, so the position is known.

fields
  • q-fin.MF4
  • math.OC1
  • math.PR1
  • q-fin.GN1
  • q-fin.RM1
same name
  • X. He — 142 papers
  • X. He — 133 papers, h 52
  • X. He — 51 papers, h 27
  • X. He — 39 papers, h 18
  • X. He — 37 papers, h 7
  • X. He — 32 papers, h 31

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20112024
most citedLoss-Based Risk Measures

43 citations · 45 across the 6 of their papers we have counts for

collaborators
Showing 2019Show all

1 paper · 1 filter

q-fin.MF2019

Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion

Xue Dong He, Moris S. Strub, Thaleia Zariphopoulou

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.