Sheen Liu
Washington State University
H-index: 18
North America-United States
Top articles of Sheen Liu
Title | Journal | Author(s) | Publication Date |
---|---|---|---|
Stochastic Interest Rates, Heterogeneous Valuations, and the Volatility-Volume Relation with Search Frictions | The Review of Asset Pricing Studies | Sheen Liu Junbo Wang Chunchi Wu | 2023/9/1 |
Asset-Liability Management of Life Insurers in the Negative Interest Rate Environment | Available at SSRN 3840643 | Yijia Lin Sheen Liu Ken Seng Tan Xun Zhang | 2022/7/3 |
Optimal longevity risk transfer and investment strategies | North American Actuarial Journal | Samuel H Cox Yijia Lin Sheen Liu | 2021/2/18 |
Estimating the Tax-Timing Option Value of Corporate Bonds | Peter Huaiyu Chen Sheen Liu Chunchi Wu | 2021 | |
Executive compensation and capital structure | Applied Economics | H. Qi A. Xie S. Liu | 2020 |
From equity to default correlation with taxes | Quantitative Finance | Sheen Liu Howard Qi Yan Alice Xie | 2020/8/2 |