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Research

Dr James Huang

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  1. Working paper
  2. Published

    Cautiousness in the small and in the large

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

    Research output: Working paper

  3. 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

  4. 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

  5. Published

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

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

    Research output: Working paper

  6. 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

  7. 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

  8. Published

    The relationship between risk aversion and cautiousness

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

    Research output: Working paper

  9. Published

    The relationship between relative prudence and relative risk aversion

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

    Research output: Working paper

  10. 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

  11. 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

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