Liang Zou

University of Amsterdam - Faculty of Economics and Business (FEB)

Associate Professor

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

SCHOLARLY PAPERS

11

DOWNLOADS

869

SSRN CITATIONS
Rank 38,469

SSRN RANKINGS

Top 38,469

in Total Papers Citations

10

CROSSREF CITATIONS

10

Scholarly Papers (11)

1.

Compound Utility Theory: A Simple Generalized Approach to Decision Under Risk

Number of pages: 39 Posted: 10 Apr 2005
Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 214 (174,920)
Citation 1

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Expected utility theory, prospect theory, reference-dependence, nonlinear preference, compound utility

2.

Dichotomous Asset Pricing Model

Annals of Economics and Finance, May 2005
Number of pages: 30 Posted: 10 Apr 2005
Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 196 (189,797)

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Mean-variance, gain-loss, upper-market beta, lower-market beta, cross-asset derivative security, dichotomous asset pricing

3.

An Alternative to Prospect Theory

Annals of Economics and Finance, pp. 1-27, May 2006
Number of pages: 27 Posted: 19 Mar 2010
Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 105 (311,337)

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expected utility theory, cumulative prospect theory, compound utility theory, reference-dependence, nonlinear preference, triadic preference relation, utility-reward, disutility-risk

4.

Risk Aversion and Optimal Reserve Prices in First and Second-Price Auctions, Second Version

PIER Working Paper No. 10-001
Number of pages: 24 Posted: 07 Jan 2010 Last Revised: 17 Jan 2010
Audrey Hu, Steven A. Matthews and Liang Zou
Tinbergen Institute University of Amsterdam, University of Pennsylvania - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 79 (372,113)
Citation 4

Abstract:

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first-price auction, second-price auction, risk aversion, reserve price

5.

Risk Aversion and Optimal Reserve Prices in First and Second-Price Auctions

PIER Working Paper No. 09-016
Number of pages: 22 Posted: 07 May 2009
Audrey Hu, Steven A. Matthews and Liang Zou
Tinbergen Institute University of Amsterdam, University of Pennsylvania - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 69 (401,208)

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first-price auction, second-price auction, risk aversion, reserve price

6.

Low Reserve Prices in Auctions

PIER Working Paper No. 17-004
Number of pages: 27 Posted: 22 Mar 2017 Last Revised: 24 Mar 2017
Audrey Hu, Steven A. Matthews and Liang Zou
Tilburg Law and Economics Center (TILEC), University of Pennsylvania - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 59 (434,561)
Citation 1

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reserve price, risk aversion, interdependent values, second-price auction

7.

Premium Auctions and Risk Preferences

TILEC Discussion Paper No. 2010-028
Number of pages: 39 Posted: 02 Aug 2010
Audrey Hu, Theo Offerman and Liang Zou
Tilburg Law and Economics Center (TILEC), University of Amsterdam - Faculty of Economics & Econometrics (FEE) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 48 (476,352)
Citation 4

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premium auction, English auction, risk preferences, premium effects

8.

How Risk Sharing May Enhance Efficiency in English Auctions

Tinbergen Institute Discussion Paper 14-015/I
Number of pages: 47 Posted: 28 Jan 2014
Audrey Hu, T. J. S. Offerman and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB), University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 29 (568,698)
Citation 4

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Risk sharing, Pareto efficiency, Premium auction, English auction, Reserve price, Ensuing risk, Heterogeneous risk preferences

9.

Sequential Auctions, Price Trends, and Risk Preferences

Tinbergen Institute Discussion Paper 14-139/I
Number of pages: 34 Posted: 21 Oct 2014
Audrey Hu and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 26 (587,282)
Citation 2

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sequential auction, background risk, risk preferences, declining prices, log-submodularity

10.

Sequential Auctions with Generalized Interdependent Values

Tinbergen Institute Discussion Paper 2016-016/I
Number of pages: 32 Posted: 14 Mar 2016
Audrey Hu and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB) and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 23 (606,907)
Citation 1

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Sequential auction, generalized interdependent values, declining price anomaly, informational externalities, revenue equivalence

11.

English Auctions with Ensuing Risks and Heterogeneous Bidders

PIER Working Paper No. 15-010
Number of pages: 32 Posted: 28 Feb 2015
Audrey Hu, Steven A. Matthews and Liang Zou
University of Amsterdam - Faculty of Economics and Business (FEB), University of Pennsylvania - Department of Economics and University of Amsterdam - Faculty of Economics and Business (FEB)
Downloads 21 (620,394)
Citation 5

Abstract:

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English auction, ensuing risk, heterogeneous risk preferences, interdependent values, ex post equilibrium, ex post efficiency