| Dynamic portfolio choice under ambiguity and regime switching mean returns H Liu Journal of Economic Dynamics and Control 35 (4), 623-640, 2011 | 104 | 2011 |
| Robust consumption and portfolio choice for time varying investment opportunities H Liu Annals of Finance 6, 435-454, 2010 | 93 | 2010 |
| Ambiguity aversion and asset prices in production economies MR Jahan-Parvar, H Liu The Review of Financial Studies 27 (10), 3060-3097, 2014 | 78 | 2014 |
| Growth uncertainty, generalized disappointment aversion and production-based asset pricing H Liu, J Miao Journal of Monetary Economics 69, 70-89, 2015 | 44 | 2015 |
| Does smooth ambiguity matter for asset pricing? AR Gallant, M R Jahan-Parvar, H Liu The Review of Financial Studies 32 (9), 3617-3666, 2019 | 36 | 2019 |
| Ambiguity aversion and underdiversification M Guidolin, H Liu Journal of Financial and Quantitative Analysis 51 (4), 1297-1323, 2016 | 36 | 2016 |
| Is there a risk-return trade-off? Evidences from Chinese stock markets D Kong, H Liu, L Wang Frontiers of Economics in China 3, 1-23, 2008 | 17 | 2008 |
| Measuring ambiguity aversion AR Gallant, MR Jahan-Parvar, H Liu FEDS Working Paper, 2015 | 16 | 2015 |
| Financial uncertainty with ambiguity and learning H Liu, Y Zhang Management Science 68 (3), 2120-2140, 2022 | 13 | 2022 |
| Optimal capital structure, ambiguity aversion, and leverage puzzles S Attaoui, W Cao, X Duan, H Liu Journal of Economic Dynamics and Control 129, 104176, 2021 | 9 | 2021 |
| Bayesian estimation of long-run risk models using sequential Monte Carlo A Fulop, J Heng, J Li, H Liu Journal of Econometrics 228 (1), 62-84, 2022 | 6 | 2022 |
| Asset pricing with time varying pessimism and rare disasters J Zhang, D Kong, H Liu, J Wu International Review of Economics & Finance 60, 165-175, 2019 | 5 | 2019 |
| Time series analysis of income convergence in China H Liu, L Wang Applied Economics Letters 17 (1), 25-29, 2010 | 5 | 2010 |
| Ambiguity and financial uncertainty in a real business cycle model H Liu, Y Zhang Working paper, University of Manchester, 2015 | 3 | 2015 |
| Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets H Liu Manchester Business School, 2011 | 3 | 2011 |
| Ambiguity and equity premium in production economies MR Jahan-Parvar, H Liu Manchester Business School Working Paper, 2011 | 3 | 2011 |
| Consumption risks in option returns S Yang, K Aretz, H Liu, Y Zhang Journal of Empirical Finance 69, 285-302, 2022 | 1 | 2022 |
| Wealth Dynamics and Asset Prices with Heterogeneous Beliefs under Smooth Ambiguity B Huang, H Liu Working Paper, 2022 | 1 | 2022 |
| Optimal Consumption and Portfolio Choice under Ambiguity for a Mean-reverting Risk Premium in Complete Markets: A Closed-Form Solution H Liu Working paper, 2008 | 1 | 2008 |
| Estimating and Testing Long-Run Risk Models: International Evidence A Fulop, J Li, H Liu, C Yan Management Science, 2024 | | 2024 |
