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Optimal convergence trade strategies
Liu, Jun; Timmermann, Allan - In: The review of financial studies 26 (2013) 4, pp. 1048-1086
Persistent link: https://www.econbiz.de/10009752207
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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
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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