Details about Hua He

Access statistics for papers by Hua He.

Last updated 2015-02-08. Update your information in the RePEc Author Service.

Short-id: phe381

Working Papers

2002

1. Dynamic Trading Policies With Price Impact
   Yale School of Management Working Papers, Yale School of Management View citations (1)
   See also Journal Article Dynamic trading policies with price impact, Journal of Economic Dynamics and Control, Elsevier (2005) View citations (39) (2005)

2001

2. Modeling Term Structures of Swap Spreads
   Yale School of Management Working Papers, Yale School of Management View citations (37)
3. Optimal Dynamic rading Strategies with Risk Limits
   FAME Research Paper Series, International Center for Financial Asset Management and Engineering View citations (9)

1995

4. A Variable Reduction Technique for Pricing Average-Rate Options
   Research Program in Finance Working Papers, University of California at Berkeley View citations (2)
   See also Journal Article A Variable Reduction Technique for Pricing Average‐rate Options, International Review of Finance, International Review of Finance Ltd. (2000) View citations (1) (2000)
5. Differential Information and Dynamic Behavior of Stock Trading Volume
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (201)
   Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (1994) View citations (2)
   Research Program in Finance Working Papers, University of California at Berkeley (1993) View citations (3)
   See also Journal Article Differential Information and Dynamic Behavior of Stock Trading Volume, The Review of Financial Studies, Society for Financial Studies (1995) View citations (226) (1995)
6. Double Lookbacks
   Research Program in Finance Working Papers, University of California at Berkeley
   See also Journal Article Double Lookbacks, Mathematical Finance, Wiley Blackwell (1998) View citations (15) (1998)

1992

7. Market Frictions and Consumption-Based Asset Pricing
   Research Program in Finance Working Papers, University of California at Berkeley View citations (2)
   See also Journal Article Market Frictions and Consumption-Based Asset Pricing, Journal of Political Economy, University of Chicago Press (1995) View citations (130) (1995)

1991

8. Efficient Consumption-Portfolio Policies
   Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
9. Equilibrium Asset Price Processes
   Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
   See also Journal Article On Equilibrium Asset Price Processes, The Review of Financial Studies, Society for Financial Studies (1993) View citations (76) (1993)
10. Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models
    Research Program in Finance Working Papers, University of California at Berkeley View citations (11)
    See also Journal Article Optimal consumption-portfolio policies: A convergence from discrete to continuous time models, Journal of Economic Theory, Elsevier (1991) View citations (11) (1991)

1990

11. Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints
    Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
12. Convergence from Discrete to Continuous Time Contingent Claims Prices
    Research Program in Finance Working Papers, University of California at Berkeley View citations (63)
    See also Journal Article Convergence from Discrete- to Continuous-Time Contingent Claims Prices, The Review of Financial Studies, Society for Financial Studies (1990) View citations (63) (1990)
13. Moment Approximation and Estimation of Diffusion Models of Asset Prices
    Research Program in Finance Working Papers, University of California at Berkeley View citations (4)

1989

14. Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case
    Research Program in Finance Working Papers, University of California at Berkeley View citations (16)
    Also in Research Program in Finance Working Papers, University of California at Berkeley (1989) View citations (27)
    See also Journal Article Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case, Journal of Economic Theory, Elsevier (1991) View citations (140) (1991)
15. Convergence from Discrete to Continuous Time Financial Model
    Research Program in Finance Working Papers, University of California at Berkeley View citations (3)
16. Investments in flexible production capacity
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management View citations (8)
    See also Journal Article Investments in flexible production capacity, Journal of Economic Dynamics and Control, Elsevier (1992) View citations (70) (1992)

Journal Articles

2009

1. A note on time-ordered classification
   Biometrika, 2009, 96, (1), 248-248 View citations (1)

2005

2. Dynamic trading policies with price impact
   Journal of Economic Dynamics and Control, 2005, 29, (5), 891-930 View citations (39)
   See also Working Paper Dynamic Trading Policies With Price Impact, Yale School of Management Working Papers (2002) View citations (1) (2002)

2001

3. Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
   Annals of Economics and Finance, 2001, 2, (2), 265-296 View citations (25)

2000

4. A Variable Reduction Technique for Pricing Average‐rate Options
   International Review of Finance, 2000, 1, (2), 123-142 View citations (1)
   See also Working Paper A Variable Reduction Technique for Pricing Average-Rate Options, Research Program in Finance Working Papers (1995) View citations (2) (1995)

1998

5. Double Lookbacks
   Mathematical Finance, 1998, 8, (3), 201-228 View citations (15)
   See also Working Paper Double Lookbacks, Research Program in Finance Working Papers (1995) (1995)

1995

6. Differential Information and Dynamic Behavior of Stock Trading Volume
   The Review of Financial Studies, 1995, 8, (4), 919-72 View citations (226)
   See also Working Paper Differential Information and Dynamic Behavior of Stock Trading Volume, NBER Working Papers (1995) View citations (201) (1995)
7. Market Frictions and Consumption-Based Asset Pricing
   Journal of Political Economy, 1995, 103, (1), 94-117 View citations (130)
   See also Working Paper Market Frictions and Consumption-Based Asset Pricing, Research Program in Finance Working Papers (1992) View citations (2) (1992)

1994

8. Consumption-Portfolio Policies: An Inverse Optimal Problem
   Journal of Economic Theory, 1994, 62, (2), 257-293 View citations (9)

1993

9. Labor Income, Borrowing Constraints, and Equilibrium Asset Prices
   Economic Theory, 1993, 3, (4), 663-96 View citations (66)
10. On Equilibrium Asset Price Processes
    The Review of Financial Studies, 1993, 6, (3), 593-617 View citations (76)
    See also Working Paper Equilibrium Asset Price Processes, Research Program in Finance Working Papers (1991) View citations (1) (1991)

1992

11. Investments in flexible production capacity
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 575-599 View citations (70)
    See also Working Paper Investments in flexible production capacity, Working papers (1989) View citations (8) (1989)

1991

12. Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1
    Mathematical Finance, 1991, 1, (3), 1-10 View citations (82)
13. Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
    Journal of Economic Theory, 1991, 54, (2), 259-304 View citations (140)
    See also Working Paper Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case, Research Program in Finance Working Papers (1989) View citations (16) (1989)
14. Optimal consumption-portfolio policies: A convergence from discrete to continuous time models
    Journal of Economic Theory, 1991, 55, (2), 340-363 View citations (11)
    See also Working Paper Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models, Research Program in Finance Working Papers (1991) View citations (11) (1991)

1990

15. Convergence from Discrete- to Continuous-Time Contingent Claims Prices
    The Review of Financial Studies, 1990, 3, (4), 523-46 View citations (63)
    See also Working Paper Convergence from Discrete to Continuous Time Contingent Claims Prices, Research Program in Finance Working Papers (1990) View citations (63) (1990)