Ken Siu

Macquarie University

North Ryde

Sydney, New South Wales 2109

Australia

Financial Research Network (FIRN)

C/- University of Queensland Business School

St Lucia, 4071 Brisbane

Queensland

Australia

http://www.firn.org.au

Macquarie University, Macquarie Business School

New South Wales 2109

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

47

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Two Price Economic Equilibria and Financial Market Bid/Ask prices

Number of pages: 23 Posted: 15 Jul 2020
University of Maryland - Robert H. Smith School of Business, University of Calgary - Haskayne School of Business and Macquarie University
Downloads 28 (550,044)
Citation 1

Abstract:

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Acceptable Risks, Distorted Expectations, Minmaxvar Distortion, Convex Risk Measures

2.

Lower and Upper Pricing of Financial Assets

Number of pages: 26 Posted: 03 Dec 2020
University of Calgary - Haskayne School of Business, University of Maryland - Robert H. Smith School of Business and Macquarie University
Downloads 19 (607,636)

Abstract:

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Bilateral Gamma Model, Acceptable Risks, Probability Distortions, Hidden Markov Model, Filtered Markets.