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GND: 1011800551


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asset pricingmps riskrisk aversionstochastischer prozessstochastic processshadow capmstochastic dominancepricing modeloption pricing theorylending marketpresence lévylévy jumpsinteraction securitysecurity lendingmarket securitysecurity tradingtrading marketdecision theoreticorder stochasticgeneral equilibriumutility functionaversion shadowcapm empiricalempirical evidenceadvanced assetpricing mpsaversion capmdominance riskrisk measuremeasure decisiontheoretic foundationfoundation varvar varcontinuous timeintertemporal recursiverecursive utilityequilibrium assetterm structurestructure ratesgames perfectperfect informationdiscrete timesecurity hardhard borrowspot pricepositive lendinglending feesecurity priceclassical capmfactor modelweak formform meanmean preservingpreserving spreadspread mpsrisk freeconditions validityequilibrium capmconditional varsecond orderdominance vargame theorysecurities tradingfinancial marketshare priceallgemeines gleichgewichtcapital incomevar modellvar modelportfolio managementportfolio selectionunvollkommener marktincomplete marketcomplete informationextensives spielgames completenegative oiloil pricesmarket mpswavelet basedbased optionoption pricingpricing empiricalempirical studystudy marginsmargins shortshort salesequilibrium priceprice indeterminacyvar mpstime mv
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Years of publications: 1993 - 2023

The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata

Chenghu Ma


Biblio: Ph.D. (1992), Economics, University of Toronto, Canada; B.Sc. (1983), M.Sc. (1985), Control Theory, Shandong Univ., China ; 2009,9- Professor of Finance, School of Management, Fudan University; 2006.09-2009.08 WISE Chair Professor of Economics, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University, China; 2001.10-2006.08 Reader of Finance, Department of accounting, Finance & Management, University of Essex, United Kingdom; 1999.09-2001.09 Senior Lecturer, Department of Accounting, Finance & Management, University of Essex, United Kingdom; 1992.07-1999.08 Assistant Professor, Department of Economics, McGill University, Canada; 1985.11-1987.08 Assistant Lecturer, Department of Mathematics, Shandong University, China

Profession

  • Economist
  • External links

  • Gemeinsame Normdatei (GND) im Katalog der Deutschen Nationalbibliothek
  • NACO Authority File
  • Virtual International Authority File (VIAF)
  • International Standard Name Identifier (ISNI)


  • Publishing years

    2
      2021
    1
      2019
    2
      2018
    2
      2017
    4
      2016
    2
      2013
    2
      2011
    4
      2010
    1
      2009
    1
      2006
    2
      2003
    1
      2001
    2
      2000
    2
      1998
    1
      1993

    Series

    1. First Annual Volatility Institute at NYU Shanghai (VINS) Conference - 2015 (1)
    2. Asian journal of management science and applications : AJMSA (1)
    3. Series in quantitative finance (1)