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~type_genre:"Aufsatz in Zeitschrift"
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Theorie
66
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194
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Aufsatz in Zeitschrift
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Wong, Wing Keung
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Hooi Hooi Lean
9
Zhu, Lixing
7
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Lam, Kin
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Moslehpour, Massoud
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Lu, Richard
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Nguyen Tran Thai Ha
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3
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Annals of financial economics
20
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14
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7
European journal of operational research : EJOR
7
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6
Economics letters
5
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5
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Theoretical economics letters
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IMA journal of management mathematics
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Journal of Asian economics
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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Studies in economics and finance
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The European journal of finance
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The North American journal of economics and finance : a journal of financial economics studies
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Accounting and finance : journal of the Accounting Association of Australia and New Zealand
1
Advances in quantitative analysis of finance and accounting : a research annual
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American journal of business : applying research to practice ; AJB
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Asia Pacific journal of marketing and logistics
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ECONIS (ZBW)
195
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1
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10
of
195
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1
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:
2
A theoretical foundation for games of complete/incomplete contracts
Ma, Chenghu
;
Wong, Wing Keung
- In:
International journal of financial engineering
8
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012654809
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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