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  1. 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

  2. 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

  3. 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

  4. 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

  5. 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

  6. 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

  7. 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

  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

    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

  10. Published

    Evidence of a bank lending channel in the UK

    Huang, Z., 2002, In: Journal of Banking and Finance. 27, 3, p. 491-510 20 p.

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

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

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

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

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

  15. Published

    Cautiousness in the small and in the large

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

    Research output: Working paper

  16. 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

  17. 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

  18. Published

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

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

    Research output: Working paper

  19. 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

  20. Published

    Necessary and sufficient conditions on Gorman aggregation in securities markets with heterogeneous beliefs

    Huang, J. & Adam-Mueller, A., 2012, Lancaster: Lancaster University, 11 p.

    Research output: Working paper

  21. Published

    The relationship between risk aversion and cautiousness

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

    Research output: Working paper

  22. Published

    The relationship between relative prudence and relative risk aversion

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

    Research output: Working paper

  23. Published

    Should you buy a stock or a corporate bond? Another characterization of cautiousness

    Huang, J. & Stapleton, R., 2012, 11 p.

    Research output: Working paper

  24. 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

  25. 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

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