The following pages link to Chenghu Ma (Q198574):
Displayed 19 items.
- Margins on short sales and equilibrium price indeterminacy (Q684171) (← links)
- Preferences over location-scale family (Q943343) (← links)
- Stochastic dominance and risk measure: a decision-theoretic foundation for VaR and C-VaR (Q992696) (← links)
- Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility (Q1274844) (← links)
- Market equilibrium with heterogeneous recursive-utility-maximizing agents (Q1338983) (← links)
- ``Agreeing to disagree'' type results: a decision-theoretic approach. (Q1415909) (← links)
- An existence theorem of intertemporal recursive utility in the presence of Lévy jumps (Q1592523) (← links)
- A no-trade theorem under Knightian uncertainty with general preferences (Q1611600) (← links)
- Corrigendum to: ``Market equilibrium with heterogeneous resursive-utility-maximizing agents'' (Q1814948) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- \(p\)-weakly constrained Pareto efficiency and aggregation in incomplete markets (Q2453415) (← links)
- Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps (Q2495373) (← links)
- A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility (Q2707193) (← links)
- (Q2993304) (← links)
- Advanced Asset Pricing Theory (Q3076621) (← links)
- w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps (Q3119590) (← links)
- (Q5188463) (← links)
- Stable equilibrium in beliefs in extensive games with perfect information (Q5941433) (← links)