Equilibrium Forward Contracts on Nonstorable Commodities in the Presence of Market Power. - Lingxiu Dong; Hong Liu 016 (Oper. Res., 2007)

Lifetime consumption and investment: Retirement and constrained borrowing. - Philip H. Dybvig; Hong Liu 016 (J. Econ. Theory, 2010)

Illiquidity, position limits, and optimal investment for mutual funds. - Min Dai; Hanqing Jin; Hong Liu 016 (J. Econ. Theory, 2011)

Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing. - Philip H. Dybvig; Hong Liu 016 (Math. Oper. Res., 2011)

Market Crashes, Correlated Illiquidity, and Portfolio Choice. - Hong Liu 016; Mark Loewenstein (Manag. Sci., 2013)

Market making with asymmetric information and inventory risk. - Hong Liu 016; Yajun Wang (J. Econ. Theory, 2016)

Portfolio Choice with Market Closure and Implications for Liquidity Premia. - Min Dai; Peifan Li; Hong Liu 016; Yajun Wang (Manag. Sci., 2016)

Asset Pricing Implications of Short-Sale Constraints in Imperfectly Competitive Markets. - Hong Liu 016; Yajun Wang (Manag. Sci., 2019)