Zhan Wang

West Virginia University, College of Business & Economics, Department of Finance, Students

Morgantown, WV 26506

United States

SCHOLARLY PAPERS

2

DOWNLOADS

120

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Mean Swap Variance, Portfolio Thoery and Asset Pricing

Number of pages: 45 Posted: 12 May 2017 Last Revised: 09 Jan 2018
Victor Chow and Zhan Wang
West Virginia University - Department of Finance and West Virginia University, College of Business & Economics, Department of Finance, Students
Downloads 108 (269,068)

Abstract:

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Mean-Variance, Rational Decision Maker, Symmetry, Swap Variance, Human Decision Maker, Asymmetry, Expected Utility Maximization, Stochastic Dominance, Capital Market Equilibrium, Loss-Aversion, and Gain-Preference

2.

Symmetry vs. Asymmetry, Stochastic Dominance Optimization, and The Impact on Capital Asset Pricing

Number of pages: 68 Posted: 19 Aug 2019
West Virginia University - Department of Finance, Rutgers Business School: Newark and New Brunswick and West Virginia University, College of Business & Economics, Department of Finance, Students
Downloads 12 (608,865)

Abstract:

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Swap-Variance, Asymmetry, Expected Utility, Stochastic Dominance, Gain-Preference, Loss Aversion, CAPM