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Ambiguity Aversion and Under-d...
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ECONIS (ZBW)
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1
Ambiguity aversion and underdiversification
Guidolin, Massimo
;
Liu, Hening
- In:
Journal of financial and quantitative analysis : JFQA
51
(
2016
)
4
,
pp. 1297-1323
Persistent link: https://www.econbiz.de/10011610419
Saved in:
2
Financial uncertainty with ambiguity and learning
Liu, Hening
;
Zhang, Yuzhao
- In:
Management science : journal of the Institute for …
68
(
2022
)
3
,
pp. 2120-2140
Persistent link: https://www.econbiz.de/10013262914
Saved in:
3
Does smooth ambiguity matter for asset pricing?
Gallant, A. Ronald
;
Jahan-Parvar, Mohammad R.
;
Liu, Hening
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3617-3666
Persistent link: https://www.econbiz.de/10012108126
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4
Asset pricing with time varying pessimism and rare disasters
Zhang, Jian
;
Kong, Dongmin
;
Liu, Hening
;
Wu, Ji
- In:
International review of economics & finance : IREF
60
(
2019
),
pp. 165-175
Persistent link: https://www.econbiz.de/10012203951
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5
Bayesian estimation of long-run risk models using sequential Monte Carlo
Fulop, Andras
;
Heng, Jeremy
;
Li, Junye
;
Liu, Hening
- In:
Journal of econometrics
228
(
2022
)
1
,
pp. 62-84
Persistent link: https://www.econbiz.de/10013441725
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6
Consumption risks in option returns
Yang, Shuwen
;
Aretz, Kevin
;
Liu, Hening
;
Zhang, Yuzhao
- In:
Journal of empirical finance
69
(
2022
),
pp. 285-302
Persistent link: https://www.econbiz.de/10013478527
Saved in:
7
Quantile-based GARCH-MIDAS : estimating value-at-risk using mixed-frequency information
Xu, Yan
;
Wang, Xinyu
;
Liu, Hening
- In:
Finance research letters
43
(
2021
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014632411
Saved in:
8
Optimal capital structure, ambiguity aversion, and leverage puzzles
Attaoui, Sami
;
Cao, Wenbin
;
Duan, Xiaoman
;
Liu, Hening
- In:
Journal of economic dynamics & control
129
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013205460
Saved in:
9
Estimating and testing long-run risk models : international evidence
Fulop, Andras
;
Li, Junye
;
Liu, Hening
;
Yan, Cheng
- In:
Management science : journal of the Institute for …
71
(
2025
)
4
,
pp. 3517-3536
Persistent link: https://www.econbiz.de/10015413787
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10
Term structure of risk under alternative econometric specifications
Guidolin, Massimo
;
Timmermann, Allan
-
2004
Persistent link: https://www.econbiz.de/10002398866
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