Hong Liu

Orcid: 0000-0003-1904-6001

Affiliations:
  • Washington University in St. Louis, Olin Business School, St. Louis, MO, USA


According to our database1, Hong Liu authored at least 8 papers between 2007 and 2019.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

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PhD thesis 
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Bibliography

2019
Asset Pricing Implications of Short-Sale Constraints in Imperfectly Competitive Markets.
Manag. Sci., 2019

2016
Portfolio Choice with Market Closure and Implications for Liquidity Premia.
Manag. Sci., 2016

Market making with asymmetric information and inventory risk.
J. Econ. Theory, 2016

2013
Market Crashes, Correlated Illiquidity, and Portfolio Choice.
Manag. Sci., 2013

2011
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing.
Math. Oper. Res., 2011

Illiquidity, position limits, and optimal investment for mutual funds.
J. Econ. Theory, 2011

2010
Lifetime consumption and investment: Retirement and constrained borrowing.
J. Econ. Theory, 2010

2007
Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power.
Oper. Res., 2007


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