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A generalization of the recursive integration method for the analytic valuation of American options
Chang, Lung-Fu; Guo, Jia-Hau; Hung, Mao-Wei - In: The journal of futures markets 36 (2016) 9, pp. 887-901
Persistent link: https://www.econbiz.de/10011568657
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The interaction between nonexpected utility and asymmetric market fundamentals
Hung, Mao-Wei - In: The journal of finance : the journal of the American … 49 (1994) 1, pp. 325-343
Persistent link: https://www.econbiz.de/10001169029
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Asset prices under prospect theory and habit formation
Hung, Mao-Wei; Wang, Jr-Yan - In: Review of Pacific Basin financial markets and policies 8 (2005) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10002712022
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Why are REIT Risk Premiums Currently so High? A Beta Decomposition Perspective
Hung, Mao-Wei; Wang, Ken P. Y.; Yen, Ju-Fang - 2023
The risk premiums on real estate investment trusts (REITs) have exceeded and remained higher than those of stocks since the financial crisis of 2007--2008. In this paper, we investigate the reason why. Using the Campbell-Shiller beta decomposition, we find that REIT returns are more sensitive to...
Persistent link: https://www.econbiz.de/10014257982