Items where Author is "Huang, James"

Huang, James and Stapleton, Richard (2015) The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence. Economics Letters, 134. pp. 34-36. ISSN 0165-1765

Huang, James and Stapleton, Richard (2014) Cautiousness, skewness preference, and demand for options. Review of Finance, 18 (6). pp. 2375-2395. ISSN 1572-3097

Huang, James (2014) Convex and decreasing absolute risk aversion is proper. Economics Letters, 125 (1). pp. 123-125. ISSN 0165-1765

Huang, James and Zhang, Deyuan (2013) Some new results on when extra risk strictly increases an option's value. Journal of Futures Markets, 33 (1). pp. 44-54. ISSN 0270-7314

Huang, James (2012) Are we extracting the true risk neutral density from option prices? : a question with no easy answer. Working Paper. Lancaster University, Lancaster.

Huang, James and Stapleton, Richard (2012) Cautiousness in the small and in the large. Working Paper. Lancaster University, Lancaster.

Huang, James (2012) Changes in risk and valuation of options : a unified approach to option pricing bounds. Working Paper. Lancaster University, Lancaster.

Huang, James and Adam-Mueller, Axel (2012) Necessary and sufficient conditions on Gorman aggregation in securities markets with heterogeneous beliefs. Working Paper. Lancaster University, Lancaster.

Huang, James and Stapleton, Richard (2012) Should you buy a stock or a corporate bond? Another characterization of cautiousness. Working Paper. UNSPECIFIED.

Huang, James (2012) What can the option-implied risk aversion really tell us? Working Paper. Lancaster University, Lancaster.

Huang, James (2012) A class of linearly constrained nonlinear optimization problems with corner point optimal solutions and applications in finance. Working Paper. Lancaster University, Lancaster.

Huang, James and Zhang, Zhengjun (2012) The relationship between relative prudence and relative risk aversion. Working Paper. Lancaster University, Lancaster.

Huang, James (2012) The relationship between risk aversion and cautiousness. Working Paper. Lancaster University, Lancaster.

Hara, Chiaki and Huang, James and Kuzmics, Christoph (2011) Effects of background risks on cautiousness with an application to a portfolio choice problem. Journal of Economic Theory, 146 (1). pp. 346-358. ISSN 0022-0531