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ECONIS (ZBW)
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Herd journalism: investment in novelty and popularity in markets for news
Ho, Benjamin
;
Liu, Peng
- In:
Information economics and policy : IEP
31
(
2015
),
pp. 33-46
Persistent link: https://www.econbiz.de/10011574947
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2
Maximal Gaussian affine models for multiplec commodities: a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
-
2014
Persistent link: https://www.econbiz.de/10011311374
Saved in:
3
The dynamics of drift in digitized processes
Pentland, Brian T.
;
Liu, Peng
;
Kremser, Waldemar
; …
- In:
MIS quarterly
44
(
2020
)
1
,
pp. 19-47
Persistent link: https://www.econbiz.de/10012203852
Saved in:
4
The market for real estate presales : a theoretical approach
Edelstein, Robert H.
;
Liu, Peng
;
Wu, Fang
- In:
The journal of real estate finance and economics
45
(
2012
)
1
,
pp. 30-48
Persistent link: https://www.econbiz.de/10009581768
Saved in:
5
Economic linkages, relative scarcity, and commodity futures returns
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The review of financial studies
26
(
2013
)
5
,
pp. 1324-1362
Persistent link: https://www.econbiz.de/10009752184
Saved in:
6
Foreclosure of securitized commercial mortgages : a model of the special servicer
Liu, Peng
;
Quan, Daniel
- In:
The journal of real estate finance and economics
46
(
2013
)
2
,
pp. 321-338
Persistent link: https://www.econbiz.de/10009702309
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7
Risk premia and optimal liquidation of credit derivatives
Leung, Tim
;
Liu, Peng
- In:
International journal of theoretical and applied finance
15
(
2012
)
8
,
pp. 1-34
Persistent link: https://www.econbiz.de/10009707094
Saved in:
8
Maximal Gaussian affine models for multiple commodities : a note
Casassus, Jaime
;
Liu, Peng
;
Tang, Ke
- In:
The journal of futures markets
35
(
2015
)
1
,
pp. 75-86
Persistent link: https://www.econbiz.de/10011346168
Saved in:
9
Seeking better sharpe ratio via Bayesian optimization
Liu, Peng
- In:
The journal of portfolio management : JPM
49
(
2023
)
7
,
pp. 35-43
Persistent link: https://www.econbiz.de/10014308057
Saved in:
10
A review on derivative hedging using reinforcement learning
Liu, Peng
- In:
The journal of financial data science
5
(
2023
)
2
,
pp. 136-145
Persistent link: https://www.econbiz.de/10014309550
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