//--> //--> //--> //-->
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
Improving the Domain Independe...
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
University of California at Los Angeles, Anderson Graduate School of Management
12
Human resource management
8
Journal of database management : JDM ; an official publication of the International Data Management Institute of the Information Resources Management Association
8
Journal of financial economics
8
Journal of management studies : JMS
8
NBER Working Paper
8
NBER Working Papers
8
NBER working paper series
8
Working paper / National Bureau of Economic Research, Inc
8
Working paper / National Bureau of Economic Research, Inc.
8
Frontiers of business research in China : selected publications from Chinese universities
7
The international journal of human resource management
6
Journal of Occupational and Organizational Psychology
5
Journal of economic theory
5
Asia Pacific journal of management : APJM ; a publication of the Faculty of Business Administration, National University of Singapore
4
Journal of Financial Economics
4
Journal of Management Studies
4
Journal of business research : JBR
4
Nankai Business Review International
4
Nankai business review international
4
Review of Financial Studies
4
Review of accounting studies
4
Tourism management : research, policies, practice
4
Transportation research / E : an international journal
4
Current Chinese Economic Report Series
3
Design science theories and research practices
3
Information systems research : ISR
3
International review of economics & finance : IREF
3
Journal of financial and quantitative analysis : JFQA
3
Technological forecasting & social change : an international journal
3
The journal of finance : the journal of the American Finance Association
3
15th Annual Workshop on Information Technolgies & Systems (WITS) Paper
2
Administrative science quarterly : ASQ ; dedicated to advancing the understanding of administration through empirical investigation and theoretical analysis
2
Asia Pacific Journal of Management
2
Asian Agricultural Research
2
Business & information systems engineering : BISE ; the international journal of Wirtschaftsinformatik
2
Career development international : the journal for executive, consultants, academics and individuals
2
European journal of operational research : EJOR
2
Finance research letters
2
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...
//-->