Similar Search Results

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/10001531836

Uncertainty aversion and rationality in games of perfect information

Ma, Chenghu - In: Journal of economic dynamics & control 24 (2000) 3, pp. 451-482

Persistent link: https://www.econbiz.de/10001433038

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. 249-275

Persistent link: https://www.econbiz.de/10001245920

Attitudes toward the timing of resolution of uncertainty and the existence of recursive utility

Ma, Chenghu - In: Journal of economic dynamics & control 23 (1998) 1, pp. 97-112

Persistent link: https://www.econbiz.de/10001252987

Market equilibrium with heterogeneous recursive-utility-maximizing agents

Ma, Chenghu - In: Economic theory : official journal of the Society for … 3 (1993) 2, pp. 243-266

Persistent link: https://www.econbiz.de/10001142106

Term structure of interest rates in the presence of Lévy jumps : the HJM approach

Ma, Chenghu - In: Annals of economics and finance 4 (2003) 2, pp. 401-426

Persistent link: https://www.econbiz.de/10001930290

w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps

Ma, Chenghu - In: Risk and decision analysis 2 (2010/11) 4, pp. 221-236

Persistent link: https://www.econbiz.de/10009537819

Stable equilibrium in beliefs in extensive games with perfect information

Luo, Xiao; Ma, Chenghu - In: Journal of economic dynamics & control 25 (2001) 11, pp. 1801-1825

Persistent link: https://www.econbiz.de/10001599258

Large Shareholder Premium

Huang, Weihuan; Ma, Chenghu; Xu, Yuhong - 2021

We develop a theoretical model to study investors' trading behavior in the presence of large shareholders' influence on a firm's equity. We show that, for a good stock, large shareholders may invest a higher proportion of their wealth in the firm than smart small investors, although they predict...

Persistent link: https://www.econbiz.de/10013239079

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. 927-935

Persistent link: https://www.econbiz.de/10008652647