基本情况

马成虎，复旦大学管理学院财务金融系教授。加拿大多伦多大学经济学博士。


研究领域

投资策略、资产定价、金融衍生品、利率期限结构、金融反问题


教育背景

1992年 博士，加拿大多伦多大学 经济学
1985年 硕士，山东大学
1983年 学士，山东大学


论文发表

  1. Chenghu Ma Uncertainty Aversion and A Theory of Incomplete Contract Game Theory and Applications Vol.13, 2009, 英文: 85-103
  2. Emmanuel Haven, Xiaoquan Liu, Chenghu Ma, Liya Shen Revealing the Implied Risk-neutral MGF from Options: The Wavelet Method Journal of Economic Dynamics & Control Vol.33(3), 2009, 英文: 692-709
  3. Wing-keung Wong, Chenghu Ma Preferences over Location-scale Family Economic Theory Vol.37, 2008, 英文: 119-146
  4. Chenghu Ma Preferences, Levy Jumps and Option Pricing Annals of Financial Economics Vol.3, 2007, 英语: 1-39
  5. Chenghu Ma Intertemporal Recursive Utility and An Equilibrium Asset Pricing Model in The Presence of Levy Jumps Journal of Mathematical Economics Vol.42(2), 2006, 英文: 131-160
  6. Chenghu Ma Term Structure of Interest Rates in the Presence of Levy Jumps: The HJM Approach Annals of Economics and Finance Vol.4(2), 2003, 英文: 401-426
  7. Xiao Luo, Chenghu Ma " Agreeing to Disagree" Type Results: A Decision-theoretic Approach Journal of Mathematical Economics Vol.39(8), 2003, 英文: 849-861
  8. Xiao Luo, Chenghu Ma Stable Equilibrium in Beliefs in Extensive Games with Perfect Information Journal of Economic Dynamics and Control Vol.25(11), 2001, 英文: 1801-1825
  9. Chenghu Ma A No-Trade Theorem under Knightian Uncertainty with General Preferences Theory and Decision Vol.51(2-4), 2001, 英文: 173-181
  10. Chenghu Ma An Existence Theorem of Intertemporal Recursive Utility in the Presence of Levy Jumps Journal of Mathematical Economics Vol.34(4), 2000, 英文: 509-526
  11. Chenghu Ma Uncertainty Aversion and Rationality in Games of Perfect Information Journal of Economic Dynamics and Control Vol.24(3), 2000, 英文: 451-482
  12. Chenghu Ma Attitudes toward the Timing of Resolution of Uncertainty and the Existence of Recursive Utility Journal of Economic Dynamics & Control Vol.23(1), 1998, 英文: 97-112
  13. Chenghu Ma A Discrete-Time Intertemporal Asset Pricing Model: GE Approach with Recursive Utility Mathematical Finance Vol.8(3) , 1998, 英文: 249-275
  14. Chenghu Ma Market Equilibrium with Heterogeneous Recursive-utility-maximizing Agents Economic Theory Vol.3(2), 1993, 英文: 243-266