Concepedia

Jun Liu

JL

17

Publications

1.5K

Citations

13

H-Index

1999

Active since

Affiliations

Columbia University(Current)

Northeastern University

Embry–Riddle Aeronautical University

University of California, Los Angeles

University of Electronic Science and Technology of China

Jun Liu is an author at Columbia University specializing in engineering, business, and asset pricing.

Top concepts

BusinessEngineeringFinanceManagementAsset PricingEconomicsAsset AllocationPortfolio SelectionMedicinePathology

Publications per year

1999–2022

17

Publications

17

Dynamic Asset Allocation with Event Risk

Jun Liu, Francis A. Longstaff, Jun Pan · The Journal of Finance · 2003 · 439 citations · Full text

Economics, Financial Economics, Asset Pricing +14

Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities

Jun Liu, Francis A. Longstaff · Review of Financial Studies · 2003 · 315 citations

Arbitrage Opportunities, Optimal Investment Policy, Portfolio Choice +17

The Market Price of Risk in Interest Rate Swaps: The Roles of Default and Liquidity Risks*

Jun Liu, Francis A. Longstaff, Ravit E. Mandell · The Journal of Business · 2006 · 205 citations

Using Stocks or Portfolios in Tests of Factor Models

Andrew Ang, Jun Liu, Krista Schwarz · Journal of Financial and Quantitative Analysis · 2019 · 162 citations

Empirical Finance, Individual Stocks, Asset Pricing +14

A General Affine Earnings Valuation Model

Andrew Ang, Jun Liu · Review of Accounting Studies · 2001 · 75 citations

Rows per page

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