Dr Hening Liu

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Position: Reader in Finance
Academic unit: Accounting and Finance
 

Biography

Personal webpage: sites.google.com/site/liuhn2008/

Education 2008: Ph.D. Economics, Northern Illinois University, USA
2001: B.A. Economics and Information System, Jinan University, Guangzhou, China

Conference Presentations and Invited Seminars 2013 China International Conference of Finance (discussant), 2013 North American Econometric Society Summer Meeting (presentation by coauthor), Shanghai University of Economics and Finance (December 2012), Lund University (April 2012), University of Southern Denmark (March 2012), Banque de France (March 2012), Warwick Business School "Recent Advances in Finance" conference (July 2011), Shandong University (China), Stockholm School of Economics, FMA (Singapore, 2010), FMA (Xiamen, China, 2009), Lund University (April 2009), WFA (Hawaii, 2008), AsianFA (Yokohama, Japan, 2008), AEA (Chicago, 2007)

Referee Annals of Finance, Bulletin of Economic Research, Economic Inquiry, European Journal of Finance, International Journal of Theoretical and Applied Finance, Journal of Banking and Finance, Journal of Business Finance and Accounting, Journal of Economic Dynamics and Control, Quarterly Review of Economics and Finance, ESRC grants

Research Interests

Asset pricing (macro-finance)

Portfolio choice and asset allocation

Programme involvement

Specialist fields

Experience

Achievements

Membership

Publication summary

Clients

Question

Answer

Showing 14 publication(s)

2016

2015

  • Liu, H., & Miao, J. (2015). Growth Uncertainty, Generalized Disappointment Aversion and Production-based Asset Pricing. Journal of Monetary Economics, 69, 70-89. . Publication link: c37feb99-d631-4c0c-9bb1-abd1400133fb

2014

  • Liu, H., & Guidolin, M. (2014). Ambiguity Aversion and Under-diversification. Journal of Financial and Quantitative Analysis, forthcoming. . Publication link: 9104bfeb-b018-416e-85cf-c9c44d1ace24
  • Liu, H., & Jahan-Parvar, M. (2014). Ambiguity Aversion and Asset Prices in Production Economies. The Review of Financial Studies, 27, 3060-3097. . Publication link: 429d0c63-a09e-4e5e-a20f-3f721efc791b
  • Liu, H., & Miao, J. (2014). Growth Uncertainty, Generalized Disappointment Aversion and Production-based Asset Pricing. (Carnegie-Rochester Conference Series on Public Policy).. Publication link: 2ac01e0d-2cc7-4fb3-9fa4-fe2beb04b8e5

2013

  • Liu, H. (2013). Optimal consumption and portfolio choice under ambiguity for a mean-reverting risk premium in complete markets. Annals of Economics and Finance, 14(1), 57-87. . Publication link: ad14a805-9c0a-41b2-b149-e42de9071f2f
  • Liu, H., & Miao, J. (2013). Growth Uncertainty, Generalized Disappointment Aversion and Production-based Asset Pricing. In host publication. Carnegie-Rochester Conference Series on Public Policy. . Publication link: d0a0bc60-d84c-4c6c-ae1c-a2c279fbf80b

2011

2010

2009

2008