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Portfolio selection in stochastic environments
Liu, Jun - In: The review of financial studies 20 (2007) 1, pp. 1-39
Persistent link: https://www.econbiz.de/10003403670
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Why stocks may disappoint
Ang, Andrew; Bekaert, Geert; Liu, Jun - 2000
Persistent link: https://www.econbiz.de/10001493702
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Conditioning information and variance bounds on pricing kernels
Bekaert, Geert; Liu, Jun - 1999
Persistent link: https://www.econbiz.de/10001355784
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - 2003
Persistent link: https://www.econbiz.de/10001815763
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An equilibrium model of rare event premia
Liu, Jun (contributor); Pan, Jun (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
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Debt policy, corporate taxes, and discount rates
Grinblatt, Mark; Liu, Jun - 2002
Persistent link: https://www.econbiz.de/10001719214
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Dynamic derivative strategies
Liu, Jun; Pan, Jun - In: Journal of financial economics 69 (2003) 3, pp. 401-430
Persistent link: https://www.econbiz.de/10001787696
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An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun; Pan, Jun; Wang, Tan - In: The review of financial studies 18 (2005) 1, pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
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How to discount cashflows with time-varying expected returns
Ang, Andrew; Liu, Jun - In: The journal of finance : the journal of the American … 59 (2004) 6, pp. 2745-2784
Persistent link: https://www.econbiz.de/10002503562
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Losing money on arbitrage : optimal dynamic portfolio choice in markets with arbitrage opportunities
Liu, Jun; Longstaff, Francis A. - In: The review of financial studies 17 (2004) 3, pp. 611-642
Persistent link: https://www.econbiz.de/10002148881