Xu Guo

    • 243 Citations
    • 9 h-Index
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    • 5 Similar Profiles
    Dimension Reduction Mathematics
    Single-index Model Mathematics
    Missing Covariates Mathematics
    Test Statistic Mathematics
    Simulation Study Mathematics
    Testing Mathematics
    Model Checking Mathematics
    Partial Linear Model Mathematics

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    Research Output 2012 2019

    • 243 Citations
    • 9 h-Index
    • 47 Article
    • 1 Chapter
    • 1 Conference contribution
    • 1 Letter
    2 Citations (Scopus)

    Farinelli and Tibiletti ratio and stochastic dominance

    Guo, X., Niu, C. & Wong, W. K., Sep 1 2019, In : Risk Management. 21, 3, p. 201-213 13 p.

    Research output: Contribution to journalArticle

    Stochastic dominance
    P value
    Higher order moments

    Letter to the editor

    Guo, X., Gao, Y., Niu, C. & Zhang, S., Apr 1 2019, In : Biostatistics. 20, 2, p. 358-362 5 p.

    Research output: Contribution to journalLetter

    5 Citations (Scopus)

    Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk

    Guo, X., Chan, R. H., Wong, W. K. & Zhu, L., Jun 1 2019, In : Risk Management. 21, 2, p. 73-98 26 p.

    Research output: Contribution to journalArticle

    Portfolio selection
    Background risk
    Conditional value at risk
    Efficient frontier

    Model checking for general linear regression with nonignorable missing response

    Guo, X., Song, L., Fang, Y. & Zhu, L., Oct 1 2019, In : Computational Statistics and Data Analysis. 138, p. 1-12 12 p.

    Research output: Contribution to journalArticle

    Model checking
    Linear regression
    Model Checking
    Exponential Tilting
    Monte Carlo Test

    New development on the third-order stochastic dominance for risk-averse and risk-seeking investors with application in risk management

    Chan, R. H., Clark, E., Guo, X. & Wong, W. K., Jan 1 2019, (Accepted/In press) In : Risk Management.

    Research output: Contribution to journalArticle

    Risk seeking
    Stochastic dominance
    Risk management