Chenghu Ma

MaRDI QIDQ198574zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps Risk and Decision Analysis	2019-03-12	Paper
Wavelet-based option pricing: an empirical study European Journal of Operational Research	2018-10-30	Paper
Margins on short sales and equilibrium price indeterminacy Journal of Mathematical Economics	2018-02-09	Paper
Portfolios choices under cumulative prospect theory in the case of discrete distribution	2016-08-10	Paper
\(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets Social Choice and Welfare	2014-06-06	Paper
Advanced asset pricing theory Series in Quantitative Finance	2011-02-23	Paper
Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR European Journal of Operational Research	2010-09-09	Paper
Uncertainty aversion and theory of incomplete contract	2010-03-10	Paper
Revealing the implied risk-neutral MGF from options: the wavelet method Journal of Economic Dynamics and Control	2009-08-07	Paper
Preferences over location-scale family Economic Theory	2008-09-09	Paper
Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps Journal of Mathematical Economics	2006-06-30	Paper
``Agreeing to disagree type results: a decision-theoretic approach. Journal of Mathematical Economics	2003-12-09	Paper
An existence theorem of intertemporal recursive utility in the presence of Lévy jumps Journal of Mathematical Economics	2003-03-17	Paper
A no-trade theorem under Knightian uncertainty with general preferences Theory and Decision	2002-08-21	Paper
Stable equilibrium in beliefs in extensive games with perfect information Journal of Economic Dynamics and Control	2001-08-20	Paper
A discrete-time intertemporal asset pricing model: GE approach with recursive utility Mathematical Finance	2001-03-29	Paper
Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility Journal of Economic Dynamics and Control	1999-01-12	Paper
Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents Economic Theory	1997-06-10	Paper
Market equilibrium with heterogeneous recursive-utility-maximizing agents Economic Theory	1995-03-15	Paper

Research outcomes over time

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