Details about Nengjiu Ju

Access statistics for papers by Nengjiu Ju.

Last updated 2014-11-07. Update your information in the RePEc Author Service.

Short-id: pju143

Working Papers

2010

1. Ambiguity, Learning, and Asset Returns
   CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics View citations (9)
   Also in MPRA Paper, University Library of Munich, Germany (2009) View citations (19)
   Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (22)

2009

2. Dynamic Asset Allocation with Ambiguous Return Predictability
   Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics View citations (21)
   Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (11)
   See also Journal Article Dynamic Asset Allocation with Ambiguous Return Predictability, Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics (2014) View citations (32) (2014)

2002

3. Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (14)

Journal Articles

2014

1. Dynamic Asset Allocation with Ambiguous Return Predictability
   Review of Economic Dynamics, 2014, 17, (4), 799-823 View citations (32)
   See also Working Paper Dynamic Asset Allocation with Ambiguous Return Predictability, Boston University - Department of Economics - The Institute for Economic Development Working Papers Series (2009) View citations (21) (2009)

2012

2. Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model
   Management Science, 2012, 58, (3), 641-657 View citations (8)

2006

3. Correlated Default Risks and Bank Regulations
   Journal of Money, Credit and Banking, 2006, 38, (2), 375-398 View citations (10)
4. Estimation of continuous-time models with an application to equity volatility dynamics
   Journal of Financial Economics, 2006, 82, (1), 227-249 View citations (65)
5. Fourier transformation and the pricing of average-rate derivatives
   Review of Derivatives Research, 2006, 9, (3), 187-212 View citations (1)

2005

6. Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure
   Journal of Financial and Quantitative Analysis, 2005, 40, (2), 259-281 View citations (32)