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Hong Liu
Hong Liu
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Title
Cited by
Cited by
Year
So What Orders Do Informed Traders Use?*
R Kaniel, H Liu
Journal of Business, 2006
4762006
Optimal Consumption and Investment with Transaction Costs and Multiple Risky Assets
H Liu
Journal of Finance, 2004
3732004
Optimal Portfolio Selection with Transaction Costs and Finite Horizons
H Liu, M Loewenstein
Review of Financial Studies, 2002
3572002
Lifetime Consumption and Investment: Retirement and Constrained Borrowing
P Dybvig, H Liu
2602010
Rational Inattention and Portfolio Selection
L Huang, H Liu
2132007
Liquidity Premia and Transaction Costs
ML BGYU JANG, H KEUN KOO, H Liu
191*2007
An Analysis of VaR-based Capital Requirements
D Cuoco, H Liu
1632006
Option Pricing with an Illiquid Underlying Asset Market
H Liu, J Yong
1612005
Equilibrium Forward Contracts on Non-storable Commodities in the Presence of Market Power
L Dong, H Liu
1272007
Limited Participation and Consumption-Saving Puzzles: A Simple Explanation and the Role of Insurance
T Gormley, H Liu, G Zhou
1112010
A Martingale Characterization of Consumption Choices and Hedging Costs with Margin Requirements
D Cuoco, H Liu
Mathematical Finance, 2000
982000
Optimal Consumption of a Divisible Durable Good
D Cuoco, H Liu
Journal of Economic and Dynamic Control 24, 2000
672000
Market Making with Asymmetric Information and Inventory Risk
H Liu, Y Wang
55*
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
P Dybvig, H Liu
412011
Solvency Constraint, Underdiversification, and Idiosyncratic Risks
H Liu
Journal of Financial and Quantitative Analysis, 2014
402014
Illiquidity, Position Limits, and Optimal Investment for Mutual Funds
M Dai, H Jin, H Liu
312011
Portfolio Choice with Market Closure and Implications for Liquidity Premia
M Dai, P Li, H Liu, Y Wang
31*
Market Crashes, Correlated Illiquidity, and Portfolio Choice
H Liu, M Loewenstein
282013
Optimal Tax-timing with Asymmetric Long-term/Short-term Capital Gains Tax
M Dai, H Liu, C Yang, Y Zhong
27*
Short-sale Constraints, Bid-Ask Spreads, and Information Acquisition
H Liu, Y Wang
3*
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Articles 1–20