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Hening Liu
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Cited by
Year
Dynamic portfolio choice under ambiguity and regime switching mean returns
H Liu
Journal of Economic Dynamics and Control 35 (4), 623-640, 2011
872011
Robust consumption and portfolio choice for time varying investment opportunities
H Liu
Annals of Finance 6 (4), 435-454, 2010
682010
Ambiguity aversion and asset prices in production economies
MR Jahan-Parvar, H Liu
The Review of Financial Studies 27 (10), 3060-3097, 2014
622014
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
H Liu, J Miao
Journal of Monetary Economics 69, 70-89, 2015
392015
Ambiguity aversion and underdiversification
M Guidolin, H Liu
Journal of Financial and Quantitative Analysis 51 (4), 1297-1323, 2016
302016
Does smooth ambiguity matter for asset pricing?
AR Gallant, M R Jahan-Parvar, H Liu
The Review of Financial Studies 32 (9), 3617-3666, 2019
282019
Is there a risk-return trade-off? Evidences from Chinese stock markets
D Kong, H Liu, L Wang
Frontiers of Economics in China 3 (1), 1-23, 2008
162008
Measuring ambiguity aversion
AR Gallant, MR Jahan-Parvar, H Liu
FEDS Working Paper, 2015
142015
Financial uncertainty with ambiguity and learning
H Liu, Y Zhang
Management Science 68 (3), 2120-2140, 2022
92022
Time series analysis of income convergence in China
H Liu, L Wang
Applied Economics Letters 17 (1), 25-29, 2010
52010
Optimal capital structure, ambiguity aversion, and leverage puzzles
S Attaoui, W Cao, X Duan, H Liu
Journal of Economic Dynamics and Control 129, 104176, 2021
42021
Bayesian estimation of long-run risk models using sequential Monte Carlo
A Fulop, J Heng, J Li, H Liu
Journal of Econometrics 228 (1), 62-84, 2022
32022
Asset pricing with time varying pessimism and rare disasters
J Zhang, D Kong, H Liu, J Wu
International Review of Economics & Finance 60, 165-175, 2019
32019
Ambiguity and financial uncertainty in a real business cycle model
H Liu, Y Zhang
Working paper, University of Manchester, 2015
32015
Ambiguity and equity premium in production economies
MR Jahan-Parvar, H Liu
Manchester Business School Working Paper, 2011
32011
Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets
H Liu
Manchester Business School Working Paper, 2011
32011
Smooth Ambiguity, Wealth Dynamics and Asset Prices with Heterogeneous Beliefs
B Huang, H Liu
Wealth Dynamics and Asset Prices with Heterogeneous Beliefs (March 18, 2022), 2022
2022
Estimating and Testing Long-Run Risk Models: International Evidence
A Fulop, J Li, H Liu, C Yan
Available at SSRN 3857366, 2021
2021
A Real Options Asset Pricing Model With Seasonal Demand and Inventory Building
K Aretz, H Liu, K Schneider
Available at SSRN 3799873, 2021
2021
Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo
H Liu, A Fulop, J Heng, J Li
Journal of Econometrics, 0, 2020
2020
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Articles 1–20