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 1 143
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 1 1 3 404
Dynamic Derivative Strategies 0 0 1 533 2 2 14 1,771
How to Discount Cashflows with Time-Varying Expected Returns 0 0 0 248 0 1 1 908
Paper millionaires: How valuable is stock to a stockholder who is restricted from selling it? 0 0 0 108 1 3 4 555
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 1 3 8 1,856
Why Stocks May Disappoint 0 0 0 289 1 1 2 1,092
Total Working Papers 0 0 3 2,717 6 11 37 8,609
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 1 6 319
Dynamic derivative strategies 1 1 2 231 1 3 7 708
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 2 3 16 357
Optimal Convergence Trade Strategies 0 0 4 94 1 2 12 268
Paper millionaires: how valuable is stock to a stockholder who is restricted from selling it? 0 0 0 69 0 0 3 402
Portfolio Selection in Stochastic Environments 2 3 8 321 7 8 15 705
Risk, return, and dividends 0 0 0 124 1 2 2 419
The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks 1 1 4 253 2 3 36 1,052
Why stocks may disappoint 0 0 3 245 3 3 10 768
Total Journal Articles 4 5 25 1,580 17 25 108 5,404


Statistics updated 2025-11-08