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researcher

Xun Li

4 papers hereh-index 181.6k citations89 works total

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

author position
  • first author1
  • middle author3

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • q-fin.PM2
  • math.OC1
  • math.PR1
same name
  • Xun Li — 8 papers
  • Xun Li — 4 papers
  • Xun Li — 4 papers
  • Xun Li — 4 papers, h 8
  • Xun Li — 2 papers, h 2
  • Xun Li — 1 paper

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
20072015
most citedContinuous-time mean-variance efficiency: the 80% rule

49 citations · 49 across the 4 of their papers we have counts for

collaborators
Showing math.OCShow all

1 paper · 1 filter

math.OC2015

Optimal Investment Stopping Problem with Nonsmooth Utility in Finite Horizon

Chonghu Guan, Xun Li, Zuoquan Xu +1

In this paper, we investigate an interesting and important stopping problem mixed with stochastic controls and a \textit{nonsmooth} utility over a finite time horizon. The paper ai…

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