Wei Xia

University of International Business and Economics, China

Visiting Associate Professor in Quantitative Finance

10 East Huixin Street

Chaouang District

Beijing, 100029

China

BlackCat Capital Partners LLP

Partner

London

United Kingdom

University of London - Birkbeck College - School of Economics, Mathematics and Statistics

Malet Street

London, WC1E 7HX

United Kingdom

http://www.ems.bbk.ac.uk/faculty/phdStudents/xia/index_html

SCHOLARLY PAPERS

2

DOWNLOADS

990

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

Analytic Models of the ROC Curve: Applications to Credit Rating Model Validation

Number of pages: 33 Posted: 01 Mar 2007
Stephen E. Satchell and Wei Xia
University of Cambridge - Faculty of Economics and Politics and University of International Business and Economics, China
Downloads 809 (37,217)
Citation 6

Abstract:

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Validation, Credit Analysis, Rating Models, ROC, Basel II

2.

A Matter of Attitude: Estimation of the Risk Attitude of the Representative UK Pension Fund Investor

Life & Pensions, pp. 34-40, December 2006
Number of pages: 7 Posted: 08 Mar 2007
Stephen E. Satchell and Wei Xia
University of Cambridge - Faculty of Economics and Politics and University of International Business and Economics, China
Downloads 181 (204,002)

Abstract:

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LA Utility Function, Non-linear Regression, LAD, UK pension fund