Similar Search Results

Dynamic Asset Allocation With Event Risk

Longstaff, Francis A.; Liu, Jun; Pan, Jun - National Bureau of Economic Research (NBER) - 2002

Major events often trigger abrupt changes in stock prices and volatility. We study the implications of jumps in prices and volatility on investment strategies. Using the event-risk framework of Duffie, Pan, and Singleton (2000), we provide analytical solutions to the optimal portfolio problem....

Persistent link: https://www.econbiz.de/10005830434

Dynamic derivative strategies

Liu, Jun; Pan, Jun - In: Journal of Financial Economics 69 (2003) 3, pp. 401-430

Persistent link: https://www.econbiz.de/10005362727

Workplace diversity in the Asia-Pacific region : a review of literature and directions for future research

Chen, Xingwen; Zhu, Li; Liu, Chao; Chen, Chunhua; Liu, Jun - In: Asia Pacific journal of management 40 (2023) 3, pp. 1021-1045

Persistent link: https://www.econbiz.de/10014391899

Text classification in tourism and hospitality : a deep learning perspective

Liu, Jun; Hu, Sike; Mehraliyev, Fuad; Liu, Haolong - In: International journal of contemporary hospitality management 35 (2023) 12, pp. 4177-4190

Persistent link: https://www.econbiz.de/10014430102

Agency and representation in internet governance

Radu, Roxana; Meyer, Trisha; Liu, Jun; Levinson, Nanette - In: Telecommunications policy : the international journal … 47 (2023) 5, pp. 1-5

Persistent link: https://www.econbiz.de/10014364460

How supervisory support for career development relates to subordinate work engagement and career outcomes : the moderating role of task proficiency

Yang, Fu; Liu, Jun; Huang, Xiaoyu; Qian, Jing; Wang, Ting; … - In: Human resource management journal 28 (2018) 3, pp. 496-509

Persistent link: https://www.econbiz.de/10011888162

Impact of climate-related changes to the timing of autumn foliage colouration on tourism in Japan

Liu, Jun; Cheng, Han; Jiang, Di; Huang, Li - In: Tourism management : research, policies, practice 70 (2019), pp. 262-272

Persistent link: https://www.econbiz.de/10011949660

Farming versus tourism : the case of a World Heritage Site in China

Liu, Jun; Zhu, Jianghuan; Lin, Chu; Li, Yunyun; Wu, Lijun - In: Tourism economics : the business and finance of tourism … 23 (2017) 8, pp. 1581-1590

Persistent link: https://www.econbiz.de/10011772777

Leading in a highly competitive environment : effects of CEO confident leadership on follower commitment in China

Fu, Pingping; Liu, Jun; Ji, Xiaoli; Zhong, Su; Yu, Guangtao - In: Frontiers of business research in China : selected … 10 (2016) 2, pp. 149-175

Persistent link: https://www.econbiz.de/10011607266

Why employees stay : the roles of psychological ownership, territoriality and work relationship closeness in affecting employee turnover intention

Lu, Lu; Liu, Jun; Zhao, Na - In: Frontiers of business research in China : selected … 11 (2017) 2, pp. 186-207

Persistent link: https://www.econbiz.de/10011848667