//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Theory"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
PREFERENCES, LÉVY JUMPS AND OP...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
20
CAPM
10
Risikoaversion
10
Risk aversion
10
Risiko
9
Risk
9
Option pricing theory
8
Optionspreistheorie
8
Stochastic process
7
Stochastischer Prozess
7
Nutzenfunktion
4
Utility function
4
Volatility
4
Volatilität
4
Börsenkurs
3
Estimation
3
Schätzung
3
Share price
3
recursive utility
3
Complete information
2
Derivat
2
Derivative
2
Equilibrium theory
2
Extensive form game
2
Extensives Spiel
2
Game theory
2
Gleichgewichtstheorie
2
Incomplete market
2
Index futures
2
Index-Futures
2
Mean-variance rule
2
Measurement
2
Messung
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risikoprämie
2
Risk measure
2
Risk premium
2
more ...
less ...
Online availability
All
Free
6
Undetermined
3
Type of publication
All
Article
14
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
20
Author
All
Ma, Chenghu
20
Boyle, Phelim P.
2
Huang, Lin
2
Nakata, Hiroyuki
2
Wong, Wing-Keung
2
Haven, Emmanuel E.
1
Hu, Jianqiang
1
Huang, Weihuan
1
Khrennikov, Andrei
1
Luo, Xiao
1
Sozzo, Sandro
1
Sun, Qian
1
Wang, Tiandu
1
Wong, Wing Keung
1
Xu, Yifan
1
Xu, Yuhong
1
Zhang, Jiankang
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
3
Journal of mathematical economics
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
2
Annals of economics and finance
1
European journal of operational research : EJOR
1
First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
Social choice and welfare
1
The European journal of finance
1
Theoretical economics letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
20
Showing
1
-
10
of
20
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Term structure of interest rates in the presence of Lévy jumps : the HJM approach
Ma, Chenghu
- In:
Annals of economics and finance
4
(
2003
)
2
,
pp. 401-426
Persistent link: https://www.econbiz.de/10001930290
Saved in:
2
Uncertainty aversion and rationality in games of perfect information
Ma, Chenghu
- In:
Journal of economic dynamics & control
24
(
2000
)
3
,
pp. 451-482
Persistent link: https://www.econbiz.de/10001433038
Saved in:
3
An existence theorem of intertemporal recursive utility in the presence of Lévy jumps
Ma, Chenghu
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 509-526
Persistent link: https://www.econbiz.de/10001531836
Saved in:
4
A discrete-time intertemporal asset pricing model : GE approach with recursive utility
Ma, Chenghu
- In:
Mathematical finance : an international journal of …
8
(
1998
)
3
,
pp. 249-275
Persistent link: https://www.econbiz.de/10001245920
Saved in:
5
Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
Ma, Chenghu
- In:
Journal of economic dynamics & control
23
(
1998
)
1
,
pp. 97-112
Persistent link: https://www.econbiz.de/10001252987
Saved in:
6
Market equilibrium with heterogeneous recursive-utility-maximizing agents
Ma, Chenghu
- In:
Economic theory : official journal of the Society for …
3
(
1993
)
2
,
pp. 243-266
Persistent link: https://www.econbiz.de/10001142106
Saved in:
7
Stochastic dominance and risk measure : a decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu
;
Wong, Wing Keung
- In:
European journal of operational research : EJOR
207
(
2010
)
2
,
pp. 927-935
Persistent link: https://www.econbiz.de/10008652647
Saved in:
8
w-MPS risk aversion and the CAPM
Boyle, Phelim P.
;
Ma, Chenghu
- In:
Theoretical economics letters
3
(
2013
)
6
,
pp. 306-316
Persistent link: https://www.econbiz.de/10010257467
Saved in:
9
Preferences over location-scale family
Wong, Wing-Keung
;
Ma, Chenghu
- In:
Economic theory : official journal of the Society for …
37
(
2008
)
1
,
pp. 119-146
Persistent link: https://www.econbiz.de/10003737306
Saved in:
10
Stable equilibrium in beliefs in extensive games with perfect information
Luo, Xiao
;
Ma, Chenghu
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1801-1825
Persistent link: https://www.econbiz.de/10001599258
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->