Hao Xing

Associate Professor, Finance Faculty Director, MSMF Program
  • Phone 617-353-9644
  • Office 515D
    Questrom School of Business
    Rafik B. Hariri Building
    595 Commonwealth Avenue
    Boston, MA 02215

  • Download CV
  • Li, L., Xing, H. (In Press). "Capital allocation under Fundamental Review of Trading Book", Risk
  • Matoussi, A., Xing, H. (In Press). "Convex duality for Epstein-Zin stochastic differential utility", Mathematical Finance
  • Cvitanic, J., Xing, H. (2018). "Equilibrium asset pricing under optimal contracts", Journal of Economic Theory, 173 142-180
  • Xing, H., Zitkovic, G. (2018). "A class of globally solvable Markovian quadratic BSDE systems and applications", Annals of Probability, 46 (1), 491-550
  • Cosso, A., Pham, H., Xing, H. (2017). "BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data", Annales de l'Institut Henri Poincare (B), 53 (4), 1528-1547
  • Robertson, S., Xing, H. (2017). "Long term optimal investment in matrix valued factor models", SIAM Journal of Financial Mathematics, 8 400-434
  • Xing, H. (2017). "Consumption investment optimization with Epstein-Zin Utility in incomplete markets", Finance and Stochastics, 21 (1), 227-262
  • Xing, H. (2017). "Stability of the exponential utility maximization problem with respect to preferences", Mathematical Finance, 27 38-67
  • Guasoni, P., Muhle-Karbe, J., Xing, H. (2017). "Robust portfolios and weak incentives in long-run investments", Mathematical Finance, 27 3-37