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Xianhua Peng

Peking University (from arXiv:2607.04278, 2026) · ORCID · OpenAlex

9 papers in scope · 8 published · 2 on the econ.EM arXiv · 140 citations · h-index 7 (over the papers listed here)

Related authors

The 3 authors closest to this one in our weighted citation graph, most related first.

  1. Songyan Wang
  2. J Zhu
  3. Guo Wu

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 9)

Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions
working paper2026 · arXiv
with Guo Wu, Songyan Wang, J Zhu
Paper profile arXiv arXiv:2607.04278 arXiv:2607.09461
Risk Measures: Robustness, Elicitability, and Backtesting
published2021 · Annual Review of Statistics and Its Application · 27 citations
with Xue Dong He, Steven Kou
Annual Review of Statistics and Its Application
Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must Be the Sets Induced by Value at Risk
published2018 · Operations Research · 16 citations · first circulated 2016
with Xue Dong He
Operations Research
On the sample path properties of mixed Poisson processes
published2017 · Operations Research Letters · 1 citations
with Miaoqi Fu
Operations Research Letters
Asset Pricing with Spatial Interaction
published2017 · Management Science · 31 citations
with Steven Kou, Haowen Zhong
Management Science
On the Measurement of Economic Tail Risk
published2016 · Operations Research · 18 citations · first circulated 2014
with Steven Kou
Operations Research
Expected shortfall or median shortfall
published2014 · Journal of Financial Engineering · 25 citations
with Steven Kou
Journal of Financial Engineering
On the Wiener–Hopf factorization for Lévy processes with bounded positive jumps
published2012 · Stochastic Processes and their Applications · 10 citations · first circulated 2011
with Alexey Kuznetsov
Stochastic Processes and their Applications
Connecting the top-down to the bottom-up: pricing CDO under a conditional survival (CS) model
published2008 · Winter Simulation Conference · 12 citations
with Steven S. G. Kou
Winter Simulation Conference

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.