Mao-Wei Hung

Available identifiers

zbMath Open hung.mao-weiMaRDI QIDQ385650

List of research outcomes

Publication	Date of Publication	Type
The effect of cutting interest rates on corporate investments: a real options model	2024-07-30	Paper
The annuity puzzle and consumption hump under ambiguous life expectancy	2021-10-19	Paper
Consumption-Based Asset Pricing with Prospect Theory and Habit Formation	2020-12-09	Paper
The Jump Behavior of a Foreign Exchange Market: Analysis of the Thai Baht	2020-12-09	Paper
Application of Intertemporal CAPM on International Corporate Finance	2020-12-09	Paper
Liquidity spreads in the corporate bondmarket: Estimation using a semi-parametric model	2020-09-29	Paper
Revisiting generalized almost stochastic dominance	2020-01-20	Paper
Rainbow trend options: valuation and applications	2018-11-09	Paper
Optimal consumption, portfolio, and life insurance policies under interest rate and inflation risks	2017-11-23	Paper
Optimal asset allocation for DC pension plans under inflation	2014-04-10	Paper
A lattice model for option pricing under GARCH-jump processes	2013-12-02	Paper
Optimal portfolio-consumption choice under stochastic inflation with nominal and indexed bonds	2013-11-15	Paper
Estimated inflation rate, consumption and portfolio decision	2013-01-08	Paper
Analytical valuation of catastrophe equity options with negative exponential jumps	2009-03-04	Paper
MARKET SEGMENTATION AND NOISE TRADER RISK	2008-09-03	Paper
A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model	2008-04-29	Paper
Valuation of vulnerable American options with correlated credit risk	2007-12-05	Paper
https://portal.mardi4nfdi.de/entity/Q5487061	2006-09-18	Paper

Research outcomes over time

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