Home > Research > Researchers > Dr James Huang > Publications

Research

Dr James Huang

Lecturer

11 - 20 out of 34Page size: 10
RSS feed of this list
Sort by: Title
  1. 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

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

  3. 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

  4. 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

  5. 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

  6. 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

  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

    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

  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

    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

Previous 1 2 3 4 Next

Back to top