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Liquidity premia and transaction costs
Jang, Bong-gyu; Koo, Hyeng-keun; Liu, Hong; … - In: The journal of finance : the journal of the American … 62 (2007) 5, pp. 2329-2366
Persistent link: https://www.econbiz.de/10003550029
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Rational inattention and portfolio selection
Huang, Lixin; Liu, Hong - In: The journal of finance : the journal of the American … 62 (2007) 4, pp. 1999-2040
Persistent link: https://www.econbiz.de/10003522425
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Illiquidity, position limits, and optimal investment for mutual funds
Dai, Min; Jin, Hanqing; Liu, Hong - In: Journal of economic theory 146 (2011) 4, pp. 1598-1630
Persistent link: https://www.econbiz.de/10009261925
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Market crashes, correlated illiquidity, and portfolio choice
Liu, Hong; Loewenstein, Mark A. - In: Management science : journal of the Institute for … 59 (2013) 3, pp. 715-732
Persistent link: https://www.econbiz.de/10009731240
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Verification theorems for models of optimal consumption and investment with retirement and constrained borrowing
Dybvig, Philip H.; Liu, Hong - In: Mathematics of operations research 36 (2011) 4, pp. 620-635
Persistent link: https://www.econbiz.de/10009405903
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Portfolio choice with market closure and implications for liquidity premia
Dai, Min; Li, Peifan; Liu, Hong; Wang, Yajun - In: Management science : journal of the Institute for … 62 (2016) 2, pp. 368-386
Persistent link: https://www.econbiz.de/10011446196
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Portfolio selection with periodic news arrival
Huang, Lixin; Liu, Hong - 2004
Persistent link: https://www.econbiz.de/10002516465
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Optimal portfolio selection with transaction costs and finite horizons
Liu, Hong; Loewenstein, Mark A. - In: The review of financial studies 15 (2002) 3, pp. 805-835
Persistent link: https://www.econbiz.de/10001688873
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Optimal consumption and investment with transaction costs and multiple risky assets
Liu, Hong - In: The journal of finance : the journal of the American … 59 (2004) 1, pp. 289-338
Persistent link: https://www.econbiz.de/10001932310
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A rational theory for disposition effects
Dai, Min; Jiang, Yipeng; Liu, Hong; Xu, Jing - In: Review of economic dynamics 47 (2023), pp. 131-157
Persistent link: https://www.econbiz.de/10013555831