Nengjiu Ju
Finance · 2001–2009
A researcher in the Science corpus: 5 papers; trusts 22 researchers and is trusted by 42 researchers here, as inferred from the citation graph.
Subfields
- Finance — 43 citations into it; #1,015 of 10,518 by trust here, #985 by citations
- Economics and Econometrics — 34 citations into it; #7,854 of 23,481 by trust here, #12,444 by citations
- Accounting — 10 citations into it; #1,399 of 8,970 by trust here, #1,611 by citations
- General Decision Sciences — 9 citations into it
- Management Science and Operations Research — 7 citations into it
Whom Nengjiu Ju trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Larry G. Epstein
- Daniel Dufresne
- Lars Peter Hansen
- Thomas J. Sargent
- Martin Weitzman
- Naoto Kunitomo
- Martin Schneider
- Ravi Bansal
- John Y. Campbell
- Stephen G. Cecchetti
Who trusts Nengjiu Ju overall
- David Hobson *
- Jin E. Zhang
- Yehuda Izhakian
- P. Laurence
- Ilya A. Strebulaev
- Larry G. Epstein
- Massimo Guidolin
- Zhiguo He
- V. Dang
- Tai-Ho Wang
Papers from Nengjiu Ju's perspective
Ordered by how strongly the researchers Nengjiu Ju trusts endorse each paper. Same corpus, a different order for every researcher.
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Recursive multiple-priors (Journal of Economics Theory)
- Ambiguity, Information Quality and Asset Pricing
- A Two-Person Dynamic Equilibrium under Ambiguity
- Consumption Strikes Back? Measuring Long‐Run Risk (Journal of Political Economy)
- Learning Under Ambiguity
- AMBIGUITY AND SECOND-ORDER BELIEF
- Robust Control and Model Uncertainty
- Stock price volatility and equity premium
- Model Uncertainty, Limited Market Participation and Asset Prices
Their papers
- Estimation of Continuous-Time Models with an Application to Equity Volatility Dynamics (2006) — 135 citations
- Ambiguity, Learning, and Asset Returns (2009) — 425 citations
- Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure (2005) — 184 citations
- Pricing Asian and basket options via Taylor expansion (2002) — 143 citations
- An EBIT-Based Model of Dynamic Capital Structure (2001) — 1,039 citations