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w-MPS Risk Aversion and the CA...
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ECONIS (ZBW)
117
RePEc
48
OLC EcoSci
25
USB Cologne (EcoSocSci)
1
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51
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
Saved in:
52
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
Saved in:
53
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
Saved in:
54
The interaction between security lending market and security trading market
Wang, Tiandu
;
Ma, Chenghu
;
Sun, Qian
- In:
Pacific-Basin finance journal
46
(
2017
),
pp. 309-322
Persistent link: https://www.econbiz.de/10011801022
Saved in:
55
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:
56
"Agreeing to disagree" type results : a decision-theoretic approach
Luo, Xiao
;
Ma, Chenghu
- In:
Journal of mathematical economics
39
(
2003
)
8
,
pp. 849-861
Persistent link: https://www.econbiz.de/10001801629
Saved in:
57
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:
58
p-Weakly constrained Pareto efficiency and aggregation in incomplete markets
Ma, Chenghu
;
Zhang, Jiankang
- In:
Social choice and welfare
41
(
2013
)
3
,
pp. 605-623
Persistent link: https://www.econbiz.de/10010205230
Saved in:
59
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:
60
Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
Ma, Chenghu
- In:
Journal of economic dynamics & control
23
(
1999
)
1
,
pp. 97-112
Persistent link: https://www.econbiz.de/10006786646
Saved in:
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