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w-MPS Risk Aversion and the CA...
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Boyle, Phelim P.
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Ma, Chenghu
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ECONIS (ZBW)
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1
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:
2
Revealing the implied risk-neutral MGF from options : the wavelet method
Haven, Emmanuel E.
;
Liu, Xiaoquan
;
Ma, Chenghu
;
Ma, Chenghu
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10003817991
Saved in:
3
Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps
Ma, Chenghu
- In:
Journal of mathematical economics
42
(
2006
)
2
,
pp. 131-160
Persistent link: https://www.econbiz.de/10003310857
Saved in:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps
Ma, Chenghu
- In:
Risk and decision analysis
2
(
2010/11
)
4
,
pp. 221-236
Persistent link: https://www.econbiz.de/10009537819
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