G. Charles-Cadogan

发表

Expected Utility Theory and Inner and Outer Measures of Loss Aversion

G. Charles-Cadogan, G. Charles-Cadogan, 2015 .

Alpha Representation for Active Portfolio Management and High Frequency Trading in Seemingly Efficient Markets

G. Charles-Cadogan, G. Charles-Cadogan, 2011 .

Group Representations for Decision Making under Risk and Uncertainty

G. Charles-Cadogan, Godfrey Cadoğan, 2012 .

Commutative Prospect Theory and Confident Behaviour Under Risk and Uncertainty in Psychological Space

G. Charles-Cadogan, 2012 .

The Source of Uncertainty in Probabilistic Preferences Over Gambles

G. Charles-Cadogan, Godfrey Cadoğan, 2011 .

The Dynamics Of Projecting Confidence in Decision Making

G. Charles-Cadogan, 2014 .

Efficient Performance Evaluation for High-Frequency Traders

G. Charles-Cadogan, 2015 .

Representation Theory for Risk on Markowitz-Tversky-Kahneman Topology

G. Charles-Cadogan, 2012, 1206.2665.

Probability Interference in Expected Utility Theory

G. Charles-Cadogan, 2018, Journal of Mathematical Economics.

Bankruptcy Risk Induced by Career Concerns of Regulators

John A. Cole, G. Charles-Cadogan, 2013, 1312.7346.

A Confidence Representation Theorem for Ambiguous Sources with Applications to Financial Markets and Trade Algorithm

G. Charles-Cadogan, Godfrey Cadoğan, 2012 .

Market Instability, Investor Sentiment, and Probability Judgment Error in Index Option Prices

G. Charles-Cadogan, 2021, SSRN Electronic Journal.

Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM

G. Charles-Cadogan, 2011, 1206.4562.

Bank Run Exposure in a Paycheck to Paycheck Economy with Liquidity Preference and Loss Aversion to Decline in Consumption

G. Charles-Cadogan, Godfrey Cadoğan, 2010 .

A Note on Confidence Momentum and Term Structure of Confidence with Applications to Financial Markets

G. Charles-Cadogan, 2012 .

The Risk Premium for Minority Banks Altruistic Portfolios in Underserved Communities

G. Charles-Cadogan, 2013 .

A Theory of Asset Pricing and Performance Evaluation for Minority Banks with Implications for Bank Failure Prediction, Compensating Risk, and CAMELS Rating

G. Charles-Cadogan, 2011 .

Utility Representation in Abstract Wiener Space*

G. Charles-Cadogan, 2021 .

Losses loom larger than gains and reference dependent preferences in Bernoulli’s utility function

G. Charles-Cadogan, 2018, Journal of Economic Behavior & Organization.

Extensions to Friedman's Marginal Propensity to Consume with Loss Aversion and Hall's Consumption Ratchet

G. Charles-Cadogan, Godfrey Cadoğan, 2010 .

A Regulator's Exercise of Career Option to Quit and Join a Regulated Firm's Management with Applications to Financial Institutions

John A. Cole, G. Charles-Cadogan, John A. Cole, 2016 .

Diffusing Explosive Portfolio Performance Evaluation of High Frequency Traders

G. Charles-Cadogan, 2015 .

Canonical Option Pricing and Greeks with Implications for Market Timing

G. Charles-Cadogan, 2011 .

Forecasting the Pricing Kernel of IBNR Claims Development in Property-Casualty Insurance

G. Charles-Cadogan, 2010 .