Chenghu Ma

Available identifiers

zbMath Open ma.chenghuMaRDI QIDQ198574

List of research outcomes

Publication	Date of Publication	Type
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps	2019-03-12	Paper
Wavelet-based option pricing: an empirical study	2018-10-30	Paper
Margins on short sales and equilibrium price indeterminacy	2018-02-09	Paper
https://portal.mardi4nfdi.de/entity/Q2993304	2016-08-10	Paper
\(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets	2014-06-06	Paper
Advanced Asset Pricing Theory	2011-02-23	Paper
Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR	2010-09-09	Paper
https://portal.mardi4nfdi.de/entity/Q5188463	2010-03-10	Paper
Revealing the implied risk-neutral MGF from options: the wavelet method	2009-08-07	Paper
Preferences over location-scale family	2008-09-09	Paper
Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps	2006-06-30	Paper
``Agreeing to disagree type results: a decision-theoretic approach.	2003-12-09	Paper
An existence theorem of intertemporal recursive utility in the presence of Lévy jumps	2003-03-17	Paper
A no-trade theorem under Knightian uncertainty with general preferences	2002-08-21	Paper
Stable equilibrium in beliefs in extensive games with perfect information	2001-08-20	Paper
A discrete-time intertemporal asset pricing model: GE approach with recursive utility	2001-03-29	Paper
Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility	1999-01-12	Paper
Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents	1997-06-10	Paper
Market equilibrium with heterogeneous recursive-utility-maximizing agents	1995-03-15	Paper

Research outcomes over time

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