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Dr James Huang

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  1. Published

    A class of linearly constrained nonlinear optimization problems with corner point optimal solutions and applications in finance

    Huang, J., 2012, Lancaster: Lancaster University, 29 p.

    Research output: Working paper

  2. 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

  3. 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

  4. Published

    Cautiousness in the small and in the large

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

    Research output: Working paper

  5. Published

    Cautiousness, skewness preference, and demand for options

    Huang, J. & Stapleton, R., 10/2014, In: Review of Finance. 18, 6, p. 2375-2395 21 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. 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

  7. 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 Journal/Magazine › Journal article › peer-review

  8. 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

  9. 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

  10. 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 Journal/Magazine › Journal article › peer-review

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