
Hao Xing
Associate Professor, Finance
Selected Research Presentations
Xing, H. Executive Compensation and Pollution: Theory and Evidence, Risk and Stochastics seminar at London School of Economics, 2024
Xing, H. Robust Inattentive Discrete Choice, Economics Seminar at Bielefeld University, 2024
Xing, H. Model Ambiguity versus Model Misspecification in Dynamic Portfolio Choice, 12th Bachelier Congress, 2024
Xing, H. Optimal contract, habit formation, and capital structure, BIRS workshop : New Trends and Challenges in Stochastic Differential Games, 2024
Xing, H. Robustness and Dynamic Sentiment, Finance seminar at UMass Amherst, 2024
Xing, H. Why is Cash U-Shaped in Firm Size?, Bachelier Finance Society One World Seminars, 2023
Xing, h. The dark side of circuit breaker, Recent Advances on Quantitative Finance, 2023
Xing, H. Process intangibles and agency conflicts, Summer Institute of Finance, 2023
Xing, h. Optimal dynamic contracts and pollution, 11th General AMAMEF conference, 2023
Xing, h. Monitoring and pay for long-run performance, Applications of Stochastic Control to Finance and Economics, 2023
Xing, H. Cash Policies and Firm Size, Financial Math seminar, Peking University, 2022
Xing, H. The Dark Side of Circuit Breakers, Berlin Math Finance seminar, 2022
Xing, H. Recover utility of rational inattentive agent Applications on robo-advising, Informs Annual Meeting, 2022
Xing, H. Recover utility of rational inattentive agent Applications on robo-advising, HK/SG Joint Seminar Series in Financial Mathematics/Engineering, 2022