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The review of financial studies
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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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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
(
2013
)
1
,
pp. 131-130
Persistent link: https://www.econbiz.de/10010114463
Saved in:
3
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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4
Bond illiquidity and excess volatility
Bao, Jack
;
Pan, Jun
- In:
The review of financial studies
26
(
2013
)
12
,
pp. 3068-3103
Persistent link: https://www.econbiz.de/10010237371
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5
The information in option volume for future stock prices
Pan, Jun
;
Poteshman, Allen M.
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 871-908
Persistent link: https://www.econbiz.de/10003358394
Saved in:
6
The Information in Option Volume for Future Stock Prices
Pan, Jun
;
Poteshman, Allen M.
- In:
The review of financial studies
19
(
2013
)
3
,
pp. 871-870
Persistent link: https://www.econbiz.de/10010114582
Saved in:
7
The Information in Option Volume for Future Stock Prices
Pan, Jun
;
Poteshman, Allen M.
- In:
The review of financial studies
19
(
2006
)
3
,
pp. 871-908
Persistent link: https://www.econbiz.de/10007282229
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Portfolio Selection in Stochastic Environments
Liu, Jun
- In:
The review of financial studies
20
(
2013
)
1
,
pp. 1-0
Persistent link: https://www.econbiz.de/10010113811
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