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Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility
Ma, Chenghu - In: Journal of economic dynamics & control 23 (1999) 1, pp. 97-112
Persistent link: https://www.econbiz.de/10006786646
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"Agreeing to disagree" type results: a decision-theoretic approach
Luo, Xiao; Ma, Chenghu - In: Journal of mathematical economics 39 (2003) 8, pp. 849-862
Persistent link: https://www.econbiz.de/10006027138
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An existence theorem of intertemporal recursive utility in the presence of Lévy jumps
Ma, Chenghu - In: Journal of mathematical economics 34 (2000) 4, pp. 509-526
Persistent link: https://www.econbiz.de/10006043234
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A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility
Ma, Chenghu - In: Mathematical finance : an international journal of … 8 (1998) 3, pp. 249-276
Persistent link: https://www.econbiz.de/10008219160
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Stable equilibrium in beliefs in extensive games with perfect information
Luo, Xiao; Ma, Chenghu - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1801-1826
Persistent link: https://www.econbiz.de/10006773545
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p-Weakly constrained Pareto efficiency and aggregation in incomplete markets
Ma, Chenghu; Zhang, Jiankang - In: Social choice and welfare 41 (2013) 3, pp. 605-623
Persistent link: https://www.econbiz.de/10010164887
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Revealing the implied risk-neutral MGF from options: The wavelet method
Haven, Emmanuel; Liu, Xiaoquan; Ma, Chenghu; Shen, Liya - In: Journal of economic dynamics & control 33 (2009) 3, pp. 692-709
Persistent link: https://www.econbiz.de/10008175469
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Preferences over location-scale family
Wong, Wing-Keung; Ma, Chenghu - In: Economic theory 37 (2008) 1, pp. 119-146
Persistent link: https://www.econbiz.de/10008078319
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Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR
Ma, Chenghu; Wong, Wing-Keung - In: European journal of operational research : EJOR 207 (2010) 2, pp. 927-936
Persistent link: https://www.econbiz.de/10008440032
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Revealing the implied risk-neutral MGF from options: The wavelet method
Haven, Emmanuel; Liu, Xiaoquan; Ma, Chenghu; Shen, Liya - In: Journal of economic dynamics & control 33 (2009) 3, pp. 692-710
Persistent link: https://www.econbiz.de/10008890117