Huixia Liu

Finance · 2009–2011

A researcher in the Science corpus: 2 papers; trusts 6 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

• Finance — 24 citations into it; #8,683 of 10,518 by trust here, #7,920 by citations
• Management Science and Operations Research — 22 citations into it; #9,838 of 11,946 by trust here, #8,062 by citations
• Economics and Econometrics — 21 citations into it

Whom Huixia Liu trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Jianming Xia
2. Z. Bai
3. L. Laloux
4. G. Barrett
5. Russell Davidson

Who trusts Huixia Liu overall

1. Noureddine El Karoui

Papers from Huixia Liu's perspective

Ordered by how strongly the researchers Huixia Liu trusts endorse each paper. Same corpus, a different order for every researcher.

1. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
2. Portfolio Selection
3. Consistent Tests for Stochastic Dominance
4. Risk and asset allocation
5. Statistical Inference for Stochastic Dominance and for the Measurement of Poverty and Inequality
6. Optimal Portfolios with Bounded Capital at Risk
7. International Portfolio Diversification with Estimation Risk
8. Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation
9. MEAN–VARIANCE PORTFOLIO CHOICE: QUADRATIC PARTIAL HEDGING
10. Bias and consistency of the maximum Sharpe ratio

Their papers

• ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY (2009) — 189 citations
• Test Statistics for Prospect and Markowitz Stochastic Dominances with Applications (2011) — 81 citations