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Details about Hua He

Homepage:http://som.yale.edu/~hh78/
Workplace:Cheung Kong Graduate School of Business, (more information at EDIRC)

Access statistics for papers by Hua He.

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

Short-id: phe381


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Working Papers

2004

  1. Optimal Dynamic Trading Strategies with Risk Limits
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (11)
    Also in FAME Research Paper Series, International Center for Financial Asset Management and Engineering (2001) Downloads

2002

  1. Dynamic Trading Policies With Price Impact
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (1)
    See also Journal Article in Journal of Economic Dynamics and Control (2005)

2001

  1. Modeling Term Structures of Swap Spreads
    Yale School of Management Working Papers, Yale School of Management Downloads View citations (30)

1995

  1. A Variable Reduction Technique for Pricing Average-Rate Options
    Research Program in Finance Working Papers, University of California at Berkeley
    See also Journal Article in International Review of Finance (2000)
  2. Differential Information and Dynamic Behavior of Stock Trading Volume
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (156)
    Also in Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management (1994) Downloads View citations (2)
    Research Program in Finance Working Papers, University of California at Berkeley (1993) View citations (3)

    See also Journal Article in Review of Financial Studies (1995)
  3. Double Lookbacks
    Research Program in Finance Working Papers, University of California at Berkeley
    See also Journal Article in Mathematical Finance (1998)

1992

  1. 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 in Journal of Political Economy (1995)

1991

  1. Efficient Consumption-Portfolio Policies
    Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
  2. Equilibrium Asset Price Processes
    Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
    See also Journal Article in Review of Financial Studies (1993)
  3. 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 (7)
    See also Journal Article in Journal of Economic Theory (1991)

1990

  1. Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints
    Research Program in Finance Working Papers, University of California at Berkeley View citations (1)
  2. Convergence from Discrete to Continuous Time Contingent Claims Prices
    Research Program in Finance Working Papers, University of California at Berkeley View citations (44)
    See also Journal Article in Review of Financial Studies (1990)
  3. 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

  1. 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 in Journal of Economic Theory (1991)
  2. Convergence from Discrete to Continuous Time Financial Model
    Research Program in Finance Working Papers, University of California at Berkeley View citations (3)
  3. Investments in flexible production capacity
    Working papers, Massachusetts Institute of Technology (MIT), Sloan School of Management Downloads View citations (7)
    See also Journal Article in Journal of Economic Dynamics and Control (1992)

Journal Articles

2009

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

2005

  1. Dynamic trading policies with price impact
    Journal of Economic Dynamics and Control, 2005, 29, (5), 891-930 Downloads View citations (28)
    See also Working Paper (2002)

2001

  1. Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets
    Annals of Economics and Finance, 2001, 2, (2), 265-296 Downloads View citations (8)

2000

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

1998

  1. Double Lookbacks
    Mathematical Finance, 1998, 8, (3), 201-228 Downloads View citations (15)
    See also Working Paper (1995)

1995

  1. Differential Information and Dynamic Behavior of Stock Trading Volume
    Review of Financial Studies, 1995, 8, (4), 919-72 Downloads View citations (157)
    See also Working Paper (1995)
  2. Market Frictions and Consumption-Based Asset Pricing
    Journal of Political Economy, 1995, 103, (1), 94-117 Downloads View citations (106)
    See also Working Paper (1992)

1994

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

1993

  1. Labor Income, Borrowing Constraints, and Equilibrium Asset Prices
    Economic Theory, 1993, 3, (4), 663-96 View citations (48)
  2. On Equilibrium Asset Price Processes
    Review of Financial Studies, 1993, 6, (3), 593-617 Downloads View citations (62)
    See also Working Paper (1991)

1992

  1. Investments in flexible production capacity
    Journal of Economic Dynamics and Control, 1992, 16, (3-4), 575-599 Downloads View citations (57)
    See also Working Paper (1989)

1991

  1. Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1
    Mathematical Finance, 1991, 1, (3), 1-10 Downloads View citations (69)
  2. Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case
    Journal of Economic Theory, 1991, 54, (2), 259-304 Downloads View citations (82)
    See also Working Paper (1989)
  3. Optimal consumption-portfolio policies: A convergence from discrete to continuous time models
    Journal of Economic Theory, 1991, 55, (2), 340-363 Downloads View citations (8)
    See also Working Paper (1991)

1990

  1. Convergence from Discrete- to Continuous-Time Contingent Claims Prices
    Review of Financial Studies, 1990, 3, (4), 523-46 Downloads View citations (37)
    See also Working Paper (1990)
 
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