Huimin Zhao

The University of Hong Kong

School of Business, HKU,

Pokfulam Road

Hong Kong, Hong Kong HK

China

SCHOLARLY PAPERS

2

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169

SSRN CITATIONS
Rank 36,588

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Top 36,588

in Total Papers Citations

2

CROSSREF CITATIONS

14

Scholarly Papers (2)

The Relation Between Physical and Risk-Neutral Cumulants

Number of pages: 44 Posted: 10 Mar 2010 Last Revised: 16 Mar 2010
Eric C. Chang, Jin E. Zhang and Huimin Zhao
University of Hong Kong - School of Business, University of Otago, Otago Business School, Department of Accountancy and Finance and The University of Hong Kong
Downloads 167 (182,717)

Abstract:

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Skewness swap, Kurtosis swap, Equity risk premium, Variance risk premium, Skewness risk premium, Kurtosis risk premium

The Relation between Physical and Risk‐Neutral Cumulants

International Review of Finance, Vol. 13, Issue 3, pp. 345-381, 2013
Number of pages: 37 Posted: 03 Sep 2013
Huimin Zhao, Jin E. Zhang and Eric C. Chang
The University of Hong Kong, University of Otago, Otago Business School, Department of Accountancy and Finance and University of Hong Kong - School of Business
Downloads 1 (697,429)
Citation 1
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2.

Equilibrium Asset and Option Pricing Under Jump Diffusion

Mathematical Finance, Vol. 22, Issue 3, pp. 538-568, 2012
Number of pages: 31 Posted: 08 Jun 2012
Jin E. Zhang, Huimin Zhao and Eric C. Chang
University of Otago, Otago Business School, Department of Accountancy and Finance, The University of Hong Kong and University of Hong Kong - School of Business
Downloads 1 (664,566)
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Abstract:

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asset pricing, option pricing, jump diffusion, equity risk premium, variance risk premium