Access Statistics for Jun Liu

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
An Equilibrium Model of Rare Event Premia 0 0 0 31 0 0 2 143
Conditioning Information and Variance Bounds on Pricing Kernels 0 0 0 110 0 0 0 588
Debt Policy, Corporate Taxes, and Discount Rates 0 0 0 137 0 0 0 617
Dynamic Asset Allocation With Event Risk 0 0 0 183 0 0 2 403
Dynamic Derivative Strategies 0 1 1 533 0 1 12 1,769
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 1 1 1 908
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 108 2 3 3 554
Risk, Return and Dividends 0 0 1 147 0 0 2 305
Risky Arbitrage Strategies: Optimal Portfolio Choice and Economic Implications 0 0 1 100 0 0 2 370
The Market Price of Credit Risk: An Empirical Analysis of Interest Rate Swap Spreads 0 0 0 831 0 2 7 1,855
Why Stocks May Disappoint 0 0 0 289 0 1 2 1,091
Total Working Papers 0 1 3 2,717 3 8 33 8,603
12 registered items for which data could not be found


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks 0 0 0 69 0 0 1 271
Debt policy, corporate taxes, and discount rates 0 0 0 54 0 4 6 319
Dynamic derivative strategies 0 0 1 230 1 2 6 707
Information, Expected Utility, and Portfolio Choice 0 0 0 36 0 0 0 135
Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities 0 0 4 84 1 1 14 355
Optimal Convergence Trade Strategies 0 1 6 94 0 2 14 267
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 0 4 402
Portfolio Selection in Stochastic Environments 0 1 6 319 0 1 8 698
Risk, return, and dividends 0 0 0 124 0 1 1 418
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 0 0 3 252 0 4 37 1,050
Why stocks may disappoint 0 0 3 245 0 0 7 765
Total Journal Articles 0 2 23 1,576 2 15 98 5,387


Statistics updated 2025-10-06