Chenghu Ma

发表

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

Chenghu Ma, Chenghu Ma, 2011, Risk Decis. Anal..

Wavelet-based option pricing: An empirical study

Yi Cao, Chenghu Ma, Xiaoquan Liu, 2019, Eur. J. Oper. Res..

p-Weakly constrained Pareto efficiency and aggregation in incomplete markets

Jiankang Zhang, Chenghu Ma, Chenghu Ma, 2013, Soc. Choice Welf..

Revealing the Implied Risk-Neutral MGF with the Wavelet Method

Emmanuel Haven, Chenghu Ma, Xiaoquan Liu, 2007 .

Dynamic Choice for Recursive Investors

Chenghu Ma, 2011 .

Continuous-Time Modeling

Chenghu Ma, 2011 .

Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var

Wing-Keung Wong, Chenghu Ma, Chenghu Ma, 2006, Eur. J. Oper. Res..

Discrete-Time Modeling

Chenghu Ma, 2011 .

Stochastic Dominance and Risk Measure: A Decision-Theoretic Foundation for VAR and C-Var

Wing-Keung Wong, Chenghu Ma, 2006 .

Revealing the implied risk-neutral MGF from options: The wavelet method

Emmanuel Haven, Chenghu Ma, Liya Shen, 2009 .

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

Chenghu Ma, Chenghu Ma, 1998 .

Preferences over location-scale family

Wing-Keung Wong, Chenghu Ma, W. Wong, 2008 .

Recent Advancements in the Theory of Choice under Knightian Uncertainty and Their Applications in Economics

Chenghu Ma, Xiao Luo, Xiao Luo, 1999 .

Intertemporal recursive utility and an equilibrium asset pricing model in the presence of Lévy jumps

Chenghu Ma, Chenghu Ma, 2006 .

A No-Trade Theorem under Knightian Uncertainty with General Preferences

Chenghu Ma, 2001 .

A Hidden Markov Chain Modeling of Shanghai Stock Index

Chenghu Ma, Chenghu Ma, Jian Gong, 2012 .

Preferences Over Meyer's Location-Scale Family

Wing-Keung Wong, Chenghu Ma, Chenghu Ma, 2005 .

Market equilibrium with heterogeneous recursive-utility-maximizing agents

Chenghu Ma, Chenghu Ma, 1993 .