Raymond H. Chan

Economics and Econometrics · with Wong · 2007–2018

A researcher in the Science corpus: 2 papers; trusts 12 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 18 citations into it
• Finance — 18 citations into it
• Management Science and Operations Research — 16 citations into it
• General Decision Sciences — 11 citations into it
• Accounting — 6 citations into it

Whom Raymond H. Chan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Thierry Post
2. Amos Tversky
3. Daniel Kahneman
4. Haim Levy
5. Robert Leonard
6. Gordon Anderson
7. W. Fong
8. Moshe Levy
9. Wing-Keung Wong
10. Matthew Rabin

Papers from Raymond H. Chan's perspective

Ordered by how strongly the researchers Raymond H. Chan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Empirical Tests for Stochastic Dominance Efficiency
2. Utility of Gains and Losses: Measurement-Theoretical and Experimental Approaches
3. Prospect theory: An analysis of decision under risk Econometrica 47
4. Advances in prospect theory: Cumulative representation of uncertainty
5. Risk Aversion and Expected Utility Theory: A Calibration Theorem
6. Rules for Ordering Uncertain Prospects
7. Curvature of the Probability Weighting Function
8. Optimal Portfolio Choice for Long-Horizon Investors with Nontradable Labor Income
9. Does Risk Seeking Drive Stock Prices? A Stochastic Dominance Analysis of Aggregate Investor Preferences and Beliefs
10. Portfolio Choice in the Presence of Housing

Their papers

• Mean–variance, mean–VaR, and mean–CVaR models for portfolio selection with background risk (2018) — 58 citations
• Prospect and Markowitz stochastic dominance (2007) — 67 citations