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~subject:"Portfolio selection"
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Portfolio selection
China
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Liu, Hong
16
Dai, Min
6
Loewenstein, Mark A.
3
Xu, Jing
3
Hong, Liu
2
Huang, Lixin
2
Chen, Yingshan
1
Detzel, Andrew L.
1
Dybvig, Philip H.
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Huang, Shan
1
Jang, Bong-gyu
1
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Ko, Kuan-Cheng
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1
Lei, Yaoting
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1
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The journal of finance : the journal of the American Finance Association
3
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2
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1
Finance research letters
1
Journal of economic theory
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ECONIS (ZBW)
19
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1
Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
Saved in:
2
Optimal portfolio selection with transaction costs and finite horizons
Liu, Hong
;
Loewenstein, Mark A.
- In:
The review of financial studies
15
(
2002
)
3
,
pp. 805-835
Persistent link: https://www.econbiz.de/10001688873
Saved in:
3
Portfolio selection with periodic news arrival
Huang, Lixin
;
Liu, Hong
-
2004
Persistent link: https://www.econbiz.de/10002516465
Saved in:
4
A rational theory for disposition effects
Dai, Min
;
Jiang, Yipeng
;
Liu, Hong
;
Xu, Jing
- In:
Review of economic dynamics
47
(
2023
),
pp. 131-157
Persistent link: https://www.econbiz.de/10013555831
Saved in:
5
Idiosyncratic volatility in commodity futures markets : measurement and puzzle
Hong, Liu
;
Zhou, Tianpeng
- In:
Managerial finance
49
(
2023
)
10
,
pp. 1641-1672
Persistent link: https://www.econbiz.de/10014428715
Saved in:
6
Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min
;
Jin, Hanqing
;
Liu, Hong
- In:
Journal of economic theory
146
(
2011
)
4
,
pp. 1598-1630
Persistent link: https://www.econbiz.de/10009261925
Saved in:
7
Rational inattention and portfolio selection
Huang, Lixin
;
Liu, Hong
- In:
The journal of finance : the journal of the American …
62
(
2007
)
4
,
pp. 1999-2040
Persistent link: https://www.econbiz.de/10003522425
Saved in:
8
Liquidity premia and transaction costs
Jang, Bong-gyu
;
Koo, Hyeng-keun
;
Liu, Hong
; …
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
Saved in:
9
Portfolio choice with market closure and implications for liquidity premia
Dai, Min
;
Li, Peifan
;
Liu, Hong
;
Wang, Yajun
- In:
Management science : journal of the Institute for …
62
(
2016
)
2
,
pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
Saved in:
10
On the market timing of hedging : evidence from U.S. oil and gas producers
Hong, Liu
;
Li, Yongjia
;
Xie, Kangzhen
;
Yan, Claire J.
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 297-334
Persistent link: https://www.econbiz.de/10012232842
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