Dr. Xuan Feng is a finance researcher specializing in asset pricing, fixed income, yield curve dynamics, portfolio construction, ESG impact, and machine learning applications in finance. His research integrates econometric modeling, PCA-based approaches, and responsible AI to examine risk premia, correlation forecasting, and cross-currency investment strategies. He has authored multiple peer-reviewed journal articles spanning ESG markets, energy price correlations, quantitative portfolio strategies, and financial risk prediction. His scholarly output has received 86 citations across 64 citing documents, with 7 published documents and an h-index of 6. Professionally, he combines academic research, quantitative finance teaching, and industry experience in model risk management, contributing rigorous, data-driven insights to both academic and applied financial decision-making.
Citation Metrics (Scopus)
🟦 Citations   🟥 Documents   🟩 h-index
View Scopus Profile
  View Orcid Profile
  View Google Scholar Profile
Featured Publications