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Ma, Chenghu's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
957 |
Total
Citations
51 |
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1.
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Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Ma, Chenghu
Fudan University - School of Management
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08 Jun 06
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Last Revised:
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31 May 10
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419
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15
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downside risk, value-at-risk, conditional-VaR, stochastic dominance, utility
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2.
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Ma, Chenghu
Fudan University - School of Management
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211
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2
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Asset Pricing, Financial Market, Mathematical Finance, Portfolio Risk Management, Stochastic Modeling in Finance, Option Pricing, Term Structure of Interest Rates
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3.
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Haven, Emmanuel
University of Essex - Department of Accounting, Finance & Management Liu, Xiaoquan
Essex Business School Ma, Chenghu
Fudan University - School of Management Shen, Liya
University of Essex - Department of Accounting, Finance & Management
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26 Feb 07
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Last Revised:
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05 Jun 11
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149
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Implied risk-neutral MGF, wavelets, options
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4.
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Wong, Wing-Keung
Hong Kong Baptist University (HKBU) Ma, Chenghu
Fudan University - School of Management
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120
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32
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location-scale family, utility functions, indifference curves, stochastic dominance,
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5.
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Ma, Chenghu
Fudan University - School of Management Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics
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42
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2
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CAPM, w-MPS, Risk Aversion, Infinite & Incomplete Market, Non-Gaussian Returns
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6.
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Risk Aversion, Fanning Preference, and Volatility Smirk on S&P500 Index Options
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Chen, Jian
Xiamen University - School of Economics Ma, Chenghu
Fudan University - School of Management
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Posted:
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10 Feb 13
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Last Revised:
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09 May 13
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16
(245,677)
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Chen, Jian
Xiamen University - School of Economics Ma, Chenghu
Fudan University - School of Management
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16
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General equilibrium, recursive utility, fanning effect, volatility smirk
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Chen, Jian
Xiamen University - School of Economics Ma, Chenghu
Fudan University - School of Management
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0
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general equilibrium, recursive utility, fanning effect, volatility smirk
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Records 1 -
6
of 6 matches
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