Similar Search Results

Narrow search

w-MPS risk aversion and the shadow CAPM : theory and empirical evidence

Huang, Lin; Ma, Chenghu; Nakata, Hiroyuki - In: The European journal of finance 23 (2017) 10/12, pp. 947-973

Persistent link: https://www.econbiz.de/10011740277

Risk aversion, fanning preference and volatility smirk on S&P 500 index options

Chen, Jian; Ma, Chenghu - In: Applied economics 48 (2016) 34/36, pp. 3277-3292

Persistent link: https://www.econbiz.de/10011617231

Special issue: game theory and its applications in economics and management

Luo, Xiao (ed.); Ma, Chenghu (ed.) - 2016

Persistent link: https://www.econbiz.de/10011713867

Market equilibrium with heterogeneous recursive-utility-maximizing agents

Ma, Chenghu - In: Economic Theory 7 (1996) 3, pp. 567-570

The paper by C. Ma [1] contains several errors. First, statement and proof of Theorem 2.1 on the existence of intertemporal recursive utility function as a unique solution to the Koopmans equation must be amended. Several additional technical conditions concerning the consumption domain,...

Persistent link: https://www.econbiz.de/10005370745