Wei Hu

Curtin University - Department of Finance and Banking

Bentley 6102 WA

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

420

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

CAPM with View Bias Adjustment Under Imperfect Information

Number of pages: 53 Posted: 03 Mar 2008
Wei Hu and Zhenlong Zheng
Curtin University - Department of Finance and Banking and Xiamen University - Department of Finance
Downloads 229 (249,789)

Abstract:

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CAPM, imperfect information, view bias, mean reversion

2.

Non-Transferable Non-Hedgeable Executive Stock Option Pricing

FIRN Research Paper
Number of pages: 49 Posted: 05 Jun 2014 Last Revised: 19 Feb 2015
UNSW Australia Business School, School of Banking and Finance, Banking and Finance, UNSW Business School, UNSW Sydney and Curtin University - Department of Finance and Banking
Downloads 191 (295,132)
Citation 1

Abstract:

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Executive Stock Options, Constrained Portfolio Optimization, Stochastic Discount Factor, Non-Hedgeable, Non-Transferable