Access Statistics for Nengjiu Ju
Author contact details at EconPapers.
| Working Paper | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Ambiguity, Learning, and Asset Returns | 0 | 0 | 0 | 96 | 10 | 13 | 18 | 298 |
| Ambiguity, Learning, and Asset Returns | 0 | 0 | 0 | 40 | 12 | 21 | 26 | 255 |
| Ambiguity, Learning, and Asset Returns | 1 | 1 | 2 | 113 | 2 | 7 | 14 | 461 |
| Dynamic Asset Allocation with Ambiguous Return Predictability | 0 | 0 | 0 | 19 | 5 | 9 | 14 | 259 |
| Dynamic Asset Allocation with Ambiguous Return Predictability | 0 | 0 | 0 | 57 | 7 | 10 | 16 | 321 |
| Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives | 0 | 0 | 0 | 395 | 4 | 5 | 6 | 1,612 |
| Total Working Papers | 1 | 1 | 2 | 720 | 40 | 65 | 94 | 3,206 |
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Correlated Default Risks and Bank Regulations | 0 | 0 | 1 | 42 | 3 | 7 | 9 | 163 |
| Dynamic Asset Allocation with Ambiguous Return Predictability | 0 | 0 | 1 | 127 | 1 | 6 | 11 | 558 |
| Estimation of continuous-time models with an application to equity volatility dynamics | 0 | 0 | 0 | 50 | 4 | 5 | 5 | 157 |
| Fourier transformation and the pricing of average-rate derivatives | 0 | 0 | 0 | 26 | 3 | 4 | 5 | 123 |
| Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure | 0 | 0 | 1 | 82 | 1 | 4 | 5 | 288 |
| Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model | 0 | 0 | 1 | 27 | 4 | 5 | 9 | 93 |
| Total Journal Articles | 0 | 0 | 4 | 354 | 16 | 31 | 44 | 1,382 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail