James Huang

Lancaster University - Department of Accounting and Finance

The Management School

Lancaster LA1 4YX

United Kingdom

SCHOLARLY PAPERS

21

DOWNLOADS
Rank 22,092

SSRN RANKINGS

Top 22,092

in Total Papers Downloads

2,741

SSRN CITATIONS
Rank 19,235

SSRN RANKINGS

Top 19,235

in Total Papers Citations

19

CROSSREF CITATIONS

35

Scholarly Papers (21)

1.

Relationships between Risk Aversion, Prudence and Cautiousness

LUMS Working Paper No. 2000/012
Number of pages: 18 Posted: 08 Mar 2001
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 504 (68,024)
Citation 7

Abstract:

Loading...

Risk aversion, prudence, cautiousness

Risk Neutral Probabilities and Option Bounds: A Geometric Approach

Number of pages: 58 Posted: 06 Mar 2005
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 230 (161,187)
Citation 5

Abstract:

Loading...

Option bounds, option pricing, risk neutral density, first order stochastic dominance

Option Bounds and Second Order Arbitrage Opportunities

Lancaster University Management School Working Paper No. 2004/053
Number of pages: 75 Posted: 22 Nov 2004 Last Revised: 17 Feb 2009
James Huang and Zhengjun Zhang
Lancaster University - Department of Accounting and Finance and affiliation not provided to SSRN
Downloads 192 (191,265)
Citation 5

Abstract:

Loading...

Option bounds, option pricing, stochastic dominance, arbitrage opportunities, risk averse

3.

On Downside Risk Aversion Measures

Number of pages: 27 Posted: 22 Dec 2012 Last Revised: 13 Dec 2013
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 242 (153,887)
Citation 3

Abstract:

Loading...

cautiousness, downside risk aversion, prudence, rate of change in risk aversion, Schwarzian derivative, option pricing

4.

Representative Consumer's Risk Aversion and Efficient Risk-Sharing Rules

Number of pages: 28 Posted: 19 May 2006
Chiaki Hara, James Huang and Christoph Kuzmics
Kyoto University - Institute of Economic Research, Lancaster University - Department of Accounting and Finance and University of Graz - Department of Economics
Downloads 175 (207,575)
Citation 14

Abstract:

Loading...

aggregation, heterogeneous consumers, absolute risk tolerance, mutual fund theorem

5.

Efficient Risk-Sharing Rules with Heterogeneous Risk Attitudes and Background Risks

Number of pages: 32 Posted: 19 May 2006
Christoph Kuzmics, Chiaki Hara and James Huang
University of Graz - Department of Economics, Kyoto University - Institute of Economic Research and Lancaster University - Department of Accounting and Finance
Downloads 175 (207,575)
Citation 1

Abstract:

Loading...

efficient risk-sharing rules, relative risk aversion, absolute risk tolerance, Inada condition, idiosyncratic risks, background risks, incomplete markets

6.

Two-Dimensional Risk-Neutral Valuation Relationships for the Pricing of Options

Number of pages: 32 Posted: 03 Aug 2004
University of Konstanz - Department of Economics, Lancaster University - Department of Accounting and Finance and University of Manchester - Division of Accounting and Finance
Downloads 175 (207,575)
Citation 1

Abstract:

Loading...

7.

Are We Extracting the True Risk Neutral Density from Option Prices? A Question with No Easy Answer

Number of pages: 32 Posted: 15 Feb 2009
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 170 (212,852)

Abstract:

Loading...

risk neutral density, option pricing, estimation errors, ill-posed problem

8.

Impact on Option Prices of Divergent Consumer Confidence: A Note

Number of pages: 22 Posted: 18 Jun 2002
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 109 (300,504)

Abstract:

Loading...

9.

Stochastic Dominance Option Bounds and Nth Order Arbitrage Opportunities

Number of pages: 35 Posted: 22 Nov 2004
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 97 (324,786)
Citation 6

Abstract:

Loading...

Option bounds, option pricing, stochastic dominance, arbitrage opportunities

10.

Cautiousness and Tendency to Buy Options

Lancaster University Management School Working Paper No. 2004/051
Number of pages: 16 Posted: 24 Nov 2004
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 90 (340,652)
Citation 1

Abstract:

Loading...

Cautiousness, Tendency to buy options, prudence, risk aversion, options

11.

Effects of Background Risks on Cautiousness with an Application to a Portfolio Choice Problem

Number of pages: 27 Posted: 17 Jun 2008
Chiaki Hara, James Huang and Christoph Kuzmics
Kyoto University - Institute of Economic Research, Lancaster University - Department of Accounting and Finance and University of Graz - Department of Economics
Downloads 84 (355,256)
Citation 2

Abstract:

Loading...

Risk aversion, risk tolerance, cautiousness, portfolio insurance, idiosyncratic risks, background risks, incomplete markets

12.

A Note on the Negishi Approach to Equilibrium

Number of pages: 12 Posted: 19 Dec 2012
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 77 (373,963)

Abstract:

Loading...

exchange economy, existence of equilibrium, the Negishi approach

13.

Cautiousness in the Small and in the Large

Number of pages: 27 Posted: 27 Oct 2012 Last Revised: 17 Dec 2012
James Huang and Richard Stapleton
Lancaster University - Department of Accounting and Finance and University of Manchester - Division of Accounting and Finance
Downloads 70 (394,205)
Citation 4

Abstract:

Loading...

cautiousness, convex transformation of random variables, demand for options, downside risk aversion, strong increases in skewness

14.

Dara and Drra Option Bounds from Concurrently Expiring Options

Lancaster University Management School Working Paper No. 2004/055
Number of pages: 28 Posted: 19 Nov 2004
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 69 (397,327)
Citation 3

Abstract:

Loading...

Option bounds, option pricing, DARA, DRRA, risk aversion

15.

The Choice between a Stock and a Corporate Bond: Risk Aversion or Downside Risk Aversion?

Number of pages: 13 Posted: 19 Dec 2012
James Huang and Richard Stapleton
Lancaster University - Department of Accounting and Finance and University of Manchester - Division of Accounting and Finance
Downloads 67 (403,521)

Abstract:

Loading...

cautiousness, demand for corporate bonds, demand for stocks, downside risk aversion

16.

Risk Aversion or Downside Risk Aversion, Which Explains the Convexity of Optimal Compensation Contracts?

Number of pages: 10 Posted: 22 Dec 2012
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 51 (459,808)

Abstract:

Loading...

cautiousness, downside risk aversion, executive stock options, optimal compensation contract, principal-agent problem, risk aversion

17.

Cautiousness and Skewness Preferences in a More General Context

Number of pages: 19 Posted: 18 Dec 2012 Last Revised: 23 Dec 2012
Richard Stapleton and James Huang
University of Manchester - Division of Accounting and Finance and Lancaster University - Department of Accounting and Finance
Downloads 46 (480,127)

Abstract:

Loading...

cautiousness, convex transformation of random variables, downside risk aversion, strong increases in skewness

18.

A Note on Comparative Skewness Preferences

Number of pages: 8 Posted: 19 Dec 2012
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 45 (484,400)
Citation 1

Abstract:

Loading...

cautiousness, convex transformation of random variables, downside risk aversion, skewness preferences, strong increases in skewness

19.

Option Bounds from Concurrently Expiring Options When Relative Risk Aversion is Bounded

Lancaster University Management School Working Paper No. 2004/056
Number of pages: 25 Posted: 24 Nov 2004
James Huang
Lancaster University - Department of Accounting and Finance
Downloads 41 (502,121)
Citation 3

Abstract:

Loading...

Option bounds, option pricing, risk aversion

20.

On the Linear Sharing Mechanism: The Unknown and Unlikely Cases

Number of pages: 33 Posted: 10 Jan 2013
James Huang and Baohua Zhu
Lancaster University - Department of Accounting and Finance and Shanghai Jiao Tong University (SJTU) - Antai College of Economics and Management
Downloads 32 (546,518)

Abstract:

Loading...

linear sharing mechanism, linear sharing rules, linear fractional risk aversion, Pareto efficient

21.

Almost First Stochastic Dominance: What Do We Know from the Options Market?

Posted: 05 Mar 2007
James Huang
Lancaster University - Department of Accounting and Finance

Abstract:

Loading...

Option bounds, option pricing, risk neutral density, first order stochastic dominance.