Hening Liu
Title
Cited by
Cited by
Year
Dynamic portfolio choice under ambiguity and regime switching mean returns
H Liu
Journal of Economic Dynamics and Control 35 (4), 623-640, 2011
792011
Robust consumption and portfolio choice for time varying investment opportunities
H Liu
Annals of Finance 6 (4), 435-454, 2010
612010
Ambiguity aversion and asset prices in production economies
MR Jahan-Parvar, H Liu
The Review of Financial Studies 27 (10), 3060-3097, 2014
572014
Growth uncertainty, generalized disappointment aversion and production-based asset pricing
H Liu, J Miao
Journal of Monetary Economics 69, 70-89, 2015
342015
Ambiguity aversion and underdiversification
M Guidolin, H Liu
Journal of Financial and Quantitative Analysis, 1297-1323, 2016
222016
Does Smooth Ambiguity Matter for Asset Pricing?
AR Gallant, M R Jahan-Parvar, H Liu
The Review of Financial Studies 32 (9), 3617-3666, 2019
162019
Is there a risk-return trade-off? Evidences from Chinese stock markets
D Kong, H Liu, L Wang
Frontiers of Economics in China 3 (1), 1-23, 2008
162008
Measuring ambiguity aversion
AR Gallant, MR Jahan-Parvar, H Liu
FEDS Working Paper, 2015
112015
Financial uncertainty with ambiguity and learning
H Liu, Y Zhang
forthcoming, Management Science, 2020
72020
Time series analysis of income convergence in China
H Liu, L Wang
Applied Economics Letters 17 (1), 25-29, 2010
52010
Asset pricing with time varying pessimism and rare disasters
J Zhang, D Kong, H Liu, J Wu
International Review of Economics & Finance 60, 165-175, 2019
32019
Ambiguity and financial uncertainty in a real business cycle model
H Liu, Y Zhang
Working paper, University of Manchester, 2015
32015
Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets
H Liu
Manchester Business School, 2011
32011
Ambiguity and equity premium in production economies
MR Jahan-Parvar, H Liu
Manchester Business School Working Paper, 2011
32011
Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo
A Fulop, J Heng, J Li, H Liu
Available at SSRN, 2020
12020
Early Resolution of Uncertainty: Evidence from Equity Options
K Aretz, H Liu, S Yang, Y Zhang
Available at SSRN 3302319, 2019
2019
Internet Appendix to “Does Smooth Ambiguity Matter for Asset Pricing?”
AR Gallant, MR Jahan-Parvar, H Liu
2018
Consumption Betas and the Cross-Section of Option Returns
K Aretz, H Liu, S Yang
2018
Measuring Ambiguity Aversion
M Jahan-Parvar, AR Gallant, H Liu
Board of Governors of the Federal Reserve System (US), 2015
2015
Ambiguity Aversion and Under-diversification
H Liu, M Guidolin
0022-1090, 2014
2014
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Articles 1–20