Sheen Liu

Washington State University - Vancouver

Assistant Professor

14204 NE Salmon Creek Ave.

Vancouver, WA 98686

United States

  • Washington State University - Vancouver

SCHOLARLY PAPERS

3

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960

SSRN CITATIONS
Rank 37,799

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Top 37,799

in Total Papers Citations

24

CROSSREF CITATIONS

3

Scholarly Papers (3)

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1.

Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence

Downloads 662 (27,887)
Citation 19

Reduced-Form Valuation of Callable Corporate Bonds: Theory and Evidence

AFA 2009 San Francisco Meetings Paper
Number of pages: 44 Posted: 25 Mar 2008 Last Revised: 12 Oct 2008
Robert A. Jarrow, Haitao Li, Sheen Liu and Chunchi Wu
Cornell University - Samuel Curtis Johnson Graduate School of Management, University of Michigan - Stephen M. Ross School of Business, Washington State University - Vancouver and The State University of New York (SUNY) at Buffalo - School of Management
Downloads 662 (76,388)
Citation 3

Abstract:

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2.

A Structural Approach for Predicting Default Correlation

Midwest Finance Association 2013 Annual Meeting Paper
Number of pages: 20 Posted: 06 Sep 2012 Last Revised: 21 Jan 2013
Sheen Liu, Howard Qi, Jian Shi and Yan Alice Xie
Washington State University - Vancouver, Michigan Technological University, Federal National Mortgage Association (Fannie Mae) and University of Michigan at Dearborn
Downloads 153 (367,056)
Citation 1

Abstract:

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default correlation, structural model, defaultable bonds, credit risk, fixed income, risk management

3.

Pricing Mortality Securities with Correlated Mortality Indexes

Journal of Risk and Insurance, Vol. 80, Issue 4, pp. 921-948, 2013
Number of pages: 35 Posted: 11 Jul 2010 Last Revised: 19 Feb 2015
Yijia Lin, Sheen Liu and Jifeng Yu
University of Nebraska at Lincoln - Department of Finance, Washington State University - Vancouver and University of Nebraska-Lincoln
Downloads 145 (383,431)
Citation 9

Abstract:

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Mortality Correlation, Mortality Modeling, Particle Filter, Mortality Security Pricing