Jun Liu

• [2007 RFS] 把投资组合的「天书」解到只剩一个常微分方程Portfolio Selection in Stochastic EnvironmentsJun 2026
• [2005 RFS] 罕见，所以可怕：把「算不准的概率」写进期权的微笑里An Equilibrium Model of Rare-Event Premia and Its Implication for Option SmirksJun 2026
• [2004 RFS] 明明是「稳赚」的套利，他却故意只做一半Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage OpportunitiesJun 2026
• [2003 JFE] 股票是一份「打包套餐」，期权才是那把拆包的刀Dynamic Derivative StrategiesJun 2026
• [2003 JFE] 纸面上的百万富翁：一只「卖不掉」的股票，到底值多少钱？Paper Millionaires: How Valuable is Stock to a Stockholder Who is Restricted from Selling it?Jun 2026