Liu Hong

Hong Liu

Information about the author Hong Liu will soon be added to the site.
Found 6 papers in total
On the generalized multiway cut in trees problem
On the generalized multiway cut in trees problem
2014
Given a tree T = ( V , E ) with n vertices and a collection of terminal sets D = { S 1...
Market Crashes, Correlated Illiquidity, and Portfolio Choice
Market Crashes, Correlated Illiquidity, and Portfolio Choice
2013
The recent financial crisis highlights the importance of market crashes and the...
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
Verification Theorems for Models of Optimal Consumption and Investment with Retirement and Constrained Borrowing
2011
Proving verification theorems can be tricky for models with both optimal stopping and...
Rational inattention and portfolio selection
Rational inattention and portfolio selection
2007
Costly information acquisition makes it rational for investors to obtain important...
Equilibrium forward contracts on nonstorable commodities in the presence of market power
Equilibrium forward contracts on nonstorable commodities in the presence of market power
2007
Bilateral supply contracts are widely used despite the presence of spot markets. In...
Optimal consumption and investment with transaction costs and multiple risky assets
Optimal consumption and investment with transaction costs and multiple risky assets
2004
We consider the optimal intertemporal consumption and investment policy of a constant...
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