| Dynamic portfolio choice under ambiguity and regime switching mean returns H Liu Journal of Economic Dynamics and Control 35 (4), 623-640, 2011 | 79 | 2011 |
| Robust consumption and portfolio choice for time varying investment opportunities H Liu Annals of Finance 6 (4), 435-454, 2010 | 61 | 2010 |
| Ambiguity aversion and asset prices in production economies MR Jahan-Parvar, H Liu The Review of Financial Studies 27 (10), 3060-3097, 2014 | 57 | 2014 |
| Growth uncertainty, generalized disappointment aversion and production-based asset pricing H Liu, J Miao Journal of Monetary Economics 69, 70-89, 2015 | 34 | 2015 |
| Ambiguity aversion and underdiversification M Guidolin, H Liu Journal of Financial and Quantitative Analysis, 1297-1323, 2016 | 22 | 2016 |
| 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 | 16 | 2019 |
| 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 | 16 | 2008 |
| Measuring ambiguity aversion AR Gallant, MR Jahan-Parvar, H Liu FEDS Working Paper, 2015 | 11 | 2015 |
| Financial uncertainty with ambiguity and learning H Liu, Y Zhang forthcoming, Management Science, 2020 | 7 | 2020 |
| Time series analysis of income convergence in China H Liu, L Wang Applied Economics Letters 17 (1), 25-29, 2010 | 5 | 2010 |
| 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 | 3 | 2019 |
| Ambiguity and financial uncertainty in a real business cycle model H Liu, Y Zhang Working paper, University of Manchester, 2015 | 3 | 2015 |
| Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets H Liu Manchester Business School, 2011 | 3 | 2011 |
| Ambiguity and equity premium in production economies MR Jahan-Parvar, H Liu Manchester Business School Working Paper, 2011 | 3 | 2011 |
| Bayesian Estimation of Long-Run Risk Models Using Sequential Monte Carlo A Fulop, J Heng, J Li, H Liu Available at SSRN, 2020 | 1 | 2020 |
| 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 |
