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Hening Liu

5 published titles

Portfolio and consumption decisions under ambiguity for regime switching mean returns

2 editions

  • Manchester Business School
  • 2009
  • Details
  • Manchester Business School
  • 2009
  • Details

Robust consumption and portfolio choice for time-varying investment opportunities

2 editions

  • Manchester Business School
  • 2009
  • Details
  • Manchester Business School
  • 2009
  • Details

Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets

1 edition

  • Manchester Business School
  • 2011
  • Details

Ambiguity and equity premium in production economies

(Contributor)

1 edition

  • Manchester Business School
  • 2011
  • Details

Uncertain growth, ambiguity aversion and asset prices

1 edition

  • Manchester Business School
  • 2011
  • Details

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