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Dr James Huang

Lecturer

  1. 2017
  2. Published

    Higher-order risk vulnerability

    Huang, X. & Stapleton, R. C., 02/2017, In : Economic Theory. 63, 2, p. 387-406 20 p.

    Research output: Contribution to journalJournal article

  3. 2015
  4. Published

    The utility premium of Friedman and Savage, comparative risk aversion, and comparative prudence

    Huang, J. & Stapleton, R., 09/2015, In : Economics Letters. 134, p. 34-36 3 p.

    Research output: Contribution to journalJournal article

  5. 2014
  6. Published

    Convex and decreasing absolute risk aversion is proper

    Huang, J., 10/2014, In : Economics Letters. 125, 1, p. 123-125 3 p.

    Research output: Contribution to journalJournal article

  7. Published

    Cautiousness, skewness preference, and demand for options

    Huang, J. & Stapleton, R., 2014, In : Review of Finance. 18, 6, p. 2375-2395 21 p.

    Research output: Contribution to journalJournal article

  8. 2013
  9. Published

    Some new results on when extra risk strictly increases an option's value

    Huang, J. & Zhang, D., 01/2013, In : Journal of Futures Markets. 33, 1, p. 44-54 11 p.

    Research output: Contribution to journalJournal article

  10. 2012
  11. Published
  12. Published

    Are we extracting the true risk neutral density from option prices? a question with no easy answer

    Huang, J., 2012, Lancaster: Lancaster University, 40 p.

    Research output: Working paper

  13. Published

    Cautiousness in the small and in the large

    Huang, J. & Stapleton, R., 2012, Lancaster: Lancaster University, 37 p.

    Research output: Working paper

  14. Published

    Changes in risk and valuation of options: a unified approach to option pricing bounds

    Huang, J., 2012, Lancaster: Lancaster University, 37 p.

    Research output: Working paper

  15. Published
  16. Published
  17. Published

    The relationship between relative prudence and relative risk aversion

    Huang, J. & Zhang, Z., 2012, Lancaster: Lancaster University, 34 p.

    Research output: Working paper

  18. Published

    The relationship between risk aversion and cautiousness

    Huang, J., 2012, Lancaster: Lancaster University, 38 p.

    Research output: Working paper

  19. Published

    What can the option-implied risk aversion really tell us?

    Huang, J., 2012, Lancaster: Lancaster University, 36 p.

    Research output: Working paper

  20. 2011
  21. Published

    Effects of background risks on cautiousness with an application to a portfolio choice problem

    Hara, C., Huang, J. & Kuzmics, C., 01/2011, In : Journal of Economic Theory. 146, 1, p. 346-358 13 p.

    Research output: Contribution to journalJournal article

  22. 2007
  23. Published

    Representative consumer’s risk aversion and efficient risk-sharing rules

    Hara, C., Huang, J. & Kuzmics, C., 2007, In : Journal of Economic Theory. 137, 1, p. 652-672 21 p.

    Research output: Contribution to journalJournal article

  24. Published

    Two-dimensional risk neutral valuation relationships for the pricing of options

    Huang, J., Franke, G. & Stapleton, R. C., 2007, In : Review of Derivatives Research. 9, p. 213-237 25 p.

    Research output: Contribution to journalJournal article

  25. 2006
  26. Published

    Extremal financial risk models and portfolio evaluation

    Zhang, Z. & Huang, J., 15/12/2006, In : Computational Statistics and Data Analysis. 51, 4, p. 2313-2338 26 p.

    Research output: Contribution to journalJournal article

  27. 2004
  28. Published

    Cautiousness and tendency to buy options

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  29. Published

    DARA and DRRA option bounds from concurrently expiring options

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  30. Published

    Option bounds and second order arbitrage opportunities

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, 60 p. (Accounting and Finance Working Paper Series).

    Research output: Working paper

  31. Published

    Option bounds from concurrently expiring options when relative risk aversion is bounded

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  32. Published

    Option pricing bounds and the elasticity of the pricing kernel

    Huang, J., 2004, In : Review of Derivatives Research. 7, 1, p. 25-51 27 p.

    Research output: Contribution to journalJournal article

  33. Published

    Risk neutral probabilities and option bounds: a geometric approach

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  34. Published

    Stochastic dominance option bounds and Nth order arbitrage opportunities

    Huang, J., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  35. 2003
  36. Published

    Impact on option prices of divergent consumer confidence

    Huang, J., 2003, In : Review of Derivatives Research. 6, 3, p. 165-177 13 p.

    Research output: Contribution to journalJournal article

  37. 2002
  38. Published

    Existence of an optimal portfolio for every investor in an Arrow-Bebreu economy

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  39. Published

    Impact on option prices of divergent consumer confidence

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  40. Published

    Linear sharing rules

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  41. Published

    Option pricing bounds and the elasticity of the pricing kernel

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  42. Published

    The role of options in an economy with background risk: a note

    Huang, J., 2002, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  43. 2000
  44. Published

    Deriving preference-free asset prices in a general equilibrium framework

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  45. Published

    Relationships between risk aversion, prudence, and cautiousness

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  46. Published

    Who buys options from whom? The role of options in an economy with heterogeneous

    Huang, J., 2000, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

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