Fingerprint The fingerprint is based on mining the text of the scientific documents related to the associated persons. Based on that an index of weighted terms is created, which defines the key subjects of research unit

Costs Engineering & Materials Science
Model Mathematics
Quality control Engineering & Materials Science
Insurance Mathematics
Inspection Engineering & Materials Science
Jump Business & Economics
Volatility Mathematics
Economics Engineering & Materials Science

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Profiles

No photo of Andrew Papanicolaou
20102017
No photo of Charles Tapiero
19712017
No photo of Zhaoxia Xu

Zhaoxia Xu

Person: Tenured/tenure track faculty

20032015

Research Output 1971 2017

Perturbation analysis for investment portfolios under partial information with expert opinions

Fouque, J. P., Papanicolaou, A. & Sircar, R. 2017 In : SIAM Journal on Control and Optimization. 55, 3, p. 1534-1566 33 p.

Research output: Contribution to journalArticle

Partial information
Perturbation analysis
Uncertainty
HJB equation
Expert opinion

Wealth and strategic financial consumption pricing

Tapiero, C. S. & Kogan, K. 2017 In : Risk and Decision Analysis. 6, 2, p. 187-191 5 p.

Research output: Contribution to journalArticle

Wealth
Model
Financial markets
Pricing
Denote

Why is VIX a fear gauge?

Carr, P. 2017 In : Risk and Decision Analysis. 6, 2, p. 179-185 7 p.

Research output: Contribution to journalArticle

Gauge
Volatility
Greed