//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The review of financial studies"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Numerical and experimental ass...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Portfolio selection
3
Portfolio-Management
3
Arbitrage
2
Stochastic process
2
Stochastischer Prozess
2
Aktie
1
Anleihe
1
Bond
1
Börsenkurs
1
CAPM
1
Cointegration
1
Collateral
1
Interest rate
1
Kointegration
1
Kreditsicherung
1
Risikoprämie
1
Risk premium
1
Securities trading
1
Share
1
Share price
1
USA
1
United States
1
Volatility
1
Volatilität
1
Wertpapierhandel
1
Yield curve
1
Zins
1
Zinsstruktur
1
more ...
less ...
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
Undetermined
7
English
4
Author
All
Liu, Jun
11
Longstaff, Francis A.
2
Pan, Jun
2
Wang, Tan
2
Bekaert, Geert
1
Timmermann, Allan
1
Published in...
All
The review of financial studies
Finance research letters
12
University of California at Los Angeles, Anderson Graduate School of Management
12
International journal of production economics
11
Journal of financial economics
9
NBER Working Paper
9
NBER Working Papers
9
NBER working paper series
9
Working paper / National Bureau of Economic Research, Inc
9
Working paper / National Bureau of Economic Research, Inc.
9
Human resource management
8
International journal of technology management : IJTM
8
Journal of management studies : JMS
8
Tourism management : research, policies, practice
8
Frontiers of business research in China : selected publications from Chinese universities
7
Journal of business research : JBR
7
Bank of Canada Staff Working Paper
6
International journal of production research
6
Staff working paper / Bank of Canada
6
The international journal of human resource management
6
Transportation research / E : an international journal
6
Applied economics letters
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
5
Energy
5
International review of economics & finance : IREF
5
Journal of Occupational and Organizational Psychology
5
Journal of economic theory
5
Nankai Business Review International
5
The journal of finance : the journal of the American Finance Association
5
Cardiff Economics Working Papers
4
Energies
4
Georgetown McDonough School of Business Research Paper
4
IMF Working Papers
4
Industrial Management & Data Systems
4
Journal of Financial Economics
4
Journal of Management Studies
4
Nankai business review international
4
Research in international business and finance
4
Review of Financial Studies
4
Review of accounting studies
4
more ...
less ...
Source
All
OLC EcoSci
7
ECONIS (ZBW)
4
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
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:
4
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
Saved in:
5
Portfolio Selection in Stochastic Environments
Liu, Jun
- In:
The review of financial studies
20
(
2007
)
1
,
pp. 1-40
Persistent link: https://www.econbiz.de/10007392371
Saved in:
6
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
Saved in:
7
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:
8
Conditioning Information and Variance Bounds on Pricing Kernels
Bekaert, Geert
;
Liu, Jun
- In:
The review of financial studies
17
(
2013
)
2
,
pp. 339-338
Persistent link: https://www.econbiz.de/10010114472
Saved in:
9
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
(
2013
)
3
,
pp. 611-610
Persistent link: https://www.econbiz.de/10010114524
Saved in:
10
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities
Liu, Jun
- In:
The review of financial studies
17
(
2004
)
3
,
pp. 611-642
Persistent link: https://www.econbiz.de/10007027716
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->