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Details about Nengjiu Ju

Workplace:Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University, (more information at EDIRC)

Access statistics for papers by Nengjiu Ju.

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

Short-id: pju143


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Working Papers

2010

  1. Ambiguity, Learning, and Asset Returns
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics Downloads View citations (6)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (26)
    MPRA Paper, University Library of Munich, Germany (2009) Downloads View citations (16)

2009

  1. 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 Downloads View citations (19)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (10)

    See also Journal Article in Review of Economic Dynamics (2014)

2002

  1. Horses and Rabbits? Optimal Dynamic Capital Structure from Shareholder and Manager Perspectives
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (15)

Journal Articles

2014

  1. Dynamic Asset Allocation with Ambiguous Return Predictability
    Review of Economic Dynamics, 2014, 17, (4), 799-823 Downloads View citations (8)
    See also Working Paper (2009)

2012

  1. Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model
    Management Science, 2012, 58, (3), 641-657 Downloads View citations (6)

2006

  1. Correlated Default Risks and Bank Regulations
    Journal of Money, Credit and Banking, 2006, 38, (2), 375-398 Downloads View citations (10)
  2. Estimation of continuous-time models with an application to equity volatility dynamics
    Journal of Financial Economics, 2006, 82, (1), 227-249 Downloads View citations (54)
  3. Fourier transformation and the pricing of average-rate derivatives
    Review of Derivatives Research, 2006, 9, (3), 187-212 Downloads View citations (1)

2005

  1. Horses and Rabbits? Trade-Off Theory and Optimal Capital Structure
    Journal of Financial and Quantitative Analysis, 2005, 40, (2), 259-281 Downloads View citations (24)

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