2 papers
q-fin.PM2025
Evaluating Investment Performance: The p-index and Empirical Efficient Frontier
Jing Li, Bowei Guo, Xinqi Xie +1
The empirical results have shown that firstly, with one-week holding period and reinvesting, for SSE Composite Index stocks, the highest p-ratio investment strategy produces the la…
stat.ML2025
Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework
Xinqiao Xie, Jonathan Yu-Meng Li
Conditional risk minimization arises in high-stakes decisions where risk must be assessed in light of side information, such as stressed economic conditions, specific customer prof…