Jing Guo

Columbia University - Fu Foundation School of Engineering and Applied Science

New York, NY

United States

SCHOLARLY PAPERS

2

DOWNLOADS

321

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Equilibrium Asset Pricing with Epstein-Zin and Loss-Averse Investors

Number of pages: 47 Posted: 06 Jun 2015 Last Revised: 29 Dec 2016
Jing Guo and Xue Dong He
Columbia University - Fu Foundation School of Engineering and Applied Science and The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management
Downloads 171 (203,905)
Citation 3

Abstract:

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equilibrium asset pricing; heterogeneous agents; recursive utility; prospect theory; loss aversion; gain-loss ratio; market dominance

2.

A New Preference Model That Allows for Narrow Framing

Number of pages: 68 Posted: 06 Nov 2017 Last Revised: 19 Jan 2021
Jing Guo and Xue Dong He
Columbia University - Fu Foundation School of Engineering and Applied Science and The Chinese University of Hong Kong - Department of Systems Engineering and Engineering Management
Downloads 150 (227,664)
Citation 2

Abstract:

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narrow framing, recursive utility, existence and uniqueness, dynamic programming, risk attitudes