Hao Cheng

Singapore Management University, Lee Kong Chian School of Business

Doctoral Candidate

469 Bukit Timah Road

Singapore

Singapore

SCHOLARLY PAPERS

2

DOWNLOADS

43

CITATIONS

0

Scholarly Papers (2)

1.

Estimation of Value-at-Risk with Minimal Specification Error

Number of pages: 19 Posted: 05 Jan 2015
Kian Guan Lim, Hao Cheng and Nelson Yap
Singapore Management University, Singapore Management University, Lee Kong Chian School of Business and Independent
Downloads 43 (407,657)

Abstract:

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Value at Risk, Finance Modeling, Forecasting and Prediction

2.

Capital Market Consequences on CDS Mispricing

Asian Finance Association (AsianFA) 2018 Conference
Posted: 26 Jan 2018 Last Revised: 21 Jun 2018
Hao Cheng
Singapore Management University, Lee Kong Chian School of Business

Abstract:

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Credit Default Swaps; Pricing Errors; Reversal; Leverage Effect; Expected Return