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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

  12. 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

  13. 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

  14. 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

  15. 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

  16. 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

  17. 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

  18. 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

  19. 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

  20. 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

  21. 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

  22. 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

  23. 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

  24. 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

  25. Journal article
  26. 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 Journal/Magazine › Journal article › peer-review

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

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