| On stability of operational risk estimates by LDA: from causes to approaches X Zhou, A Durfee, FJ Fabozzi Journal of Banking and Finance, 2016 | 19 | 2016 |
| Bayesian estimation of truncated data with applications to operational risk measurement X Zhou, R Giacometti, FJ Fabozzi, AH Tucker Quantitative Finance 14 (5), 863-888, 2014 | 18 | 2014 |
| Mean-ETL portfolio selection under maximum weight and turnover constraints based on fundamental security factors N Tsuchida, X Zhou, S Rachev Journal of Investing 21 (1), 14, 2012 | 10 | 2012 |
| Smooth monotone covariance for elliptical distributions and applications in finance X Zhou, D Malioutov, FJ Fabozzi, ST Rachev Quantitative Finance, 2014 | 5 | 2014 |
| Using extended R-impact to assess journal influence X Zhou, G Yang IEEE Transactions on Reliability 58 (2), 317-323, 2009 | 3 | 2009 |
| Error reduction in parameter estimation with case studies in risk measurement and portfolio optimization X Zhou Stony Brook University, 2013 | 1 | 2013 |
Svetlozar RachevProfessor of Applied MathematicsVerified email at ttu.edu
