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Liu, Sheen's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
590 |
Total
Citations
5 |
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1.
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Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Li, Haitao
University of Michigan - Stephen M. Ross School of Business Liu, Sheen
Washington State University - Vancouver Wu, Chunchi
Universtity at Buffalo
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Posted:
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25 Mar 08
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Last Revised:
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12 Oct 08
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244
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Jarrow, Robert A.
Cornell University - Samuel Curtis Johnson Graduate School of Management Li, Haitao
University of Michigan - Stephen M. Ross School of Business Liu, Sheen
Washington State University - Vancouver Wu, Chunchi
Universtity at Buffalo
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25 Mar 08
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Last Revised:
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12 Oct 08
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244
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2.
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Default Correlation and Optimal Portfolio with Corporate Bonds
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Liu, Sheen
Washington State University - Vancouver
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Posted:
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17 Mar 08
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Last Revised:
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21 May 09
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227
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Liu, Sheen
Washington State University - Vancouver
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130
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Defaultable bonds, Optimal portfolio, Default correlation
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Liu, Sheen
Washington State University - Vancouver
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97
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Defaultable bonds, Optimal portfolio, Default correlation
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3.
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Lin, Yijia
University of Nebraska at Lincoln - Department of Finance Liu, Sheen
Washington State University - Vancouver Yu, Jifeng
University of Nebraska-Lincoln
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11 Jul 10
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Last Revised:
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19 Mar 12
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78
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Mortality Correlation, Mortality Modeling, Particle Filter, Mortality Security Pricing
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4.
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Liu, Sheen
Washington State University - Vancouver Qi, Howard
Michigan Technological University Shi, Jian
Federal National Mortgage Association (Fannie Mae) Xie, Yan Alice
University of Michigan at Dearborn
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06 Sep 12
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Last Revised:
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21 Jan 13
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41
(217,486)
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default correlation, structural model, defaultable bonds, credit risk, fixed income, risk management
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