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Hua He

Personal Details

First Name:Hua
Middle Name:
Last Name:He
Suffix:
RePEc Short-ID:phe381
[This author has chosen not to make the email address public]
http://som.yale.edu/~hh78/

Affiliation

Cheung Kong Graduate School of Business

Beijing, China
http://www.ckgsb.edu.cn/
RePEc:edi:ckgsbcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Hua He & Harry Mamaysky, 2001. "Dynamic Trading Policies With Price Impact," Yale School of Management Working Papers ysm244, Yale School of Management, revised 01 Jan 2002.
  2. Domenico Cuoco & Hua He & Sergei Issaenko, 2001. "Optimal Dynamic rading Strategies with Risk Limits," FAME Research Paper Series rp60, International Center for Financial Asset Management and Engineering.
  3. Hua He, 2000. "Modeling Term Structures of Swap Spreads," Yale School of Management Working Papers ysm150, Yale School of Management, revised 01 Mar 2001.
  4. Hua He and Akihiko Takahashi., 1995. "A Variable Reduction Technique for Pricing Average-Rate Options," Research Program in Finance Working Papers RPF-249, University of California at Berkeley.
  5. Hua He William P. Keirstead and Joachim Rebholz., 1995. "Double Lookbacks," Research Program in Finance Working Papers RPF-248, University of California at Berkeley.
  6. Hua He & Jiang Wang, 1995. "Differential Information and Dynamic Behavior of Stock Trading Volume," NBER Working Papers 5010, National Bureau of Economic Research, Inc.
  7. Hua He and David M. Modest., 1992. "Market Frictions and Consumption-Based Asset Pricing," Research Program in Finance Working Papers RPF-223, University of California at Berkeley.
  8. Hua He and Chi-fu Huang., 1991. "Efficient Consumption-Portfolio Policies," Research Program in Finance Working Papers RPF-215, University of California at Berkeley.
  9. Hua He., 1991. "Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models," Research Program in Finance Working Papers RPF-209, University of California at Berkeley.
  10. Hua He and Hayne Leland., 1991. "Equilibrium Asset Price Processes," Research Program in Finance Working Papers RPF-221, University of California at Berkeley.
  11. Hua He., 1990. "Convergence from Discrete to Continuous Time Contingent Claims Prices," Research Program in Finance Working Papers RPF-199, University of California at Berkeley.
  12. Hua He and Henri F. Pags., 1990. "Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints," Research Program in Finance Working Papers RPF-200, University of California at Berkeley.
  13. Hua He., 1990. "Moment Approximation and Estimation of Diffusion Models of Asset Prices," Research Program in Finance Working Papers RPF-193, University of California at Berkeley.
  14. Hua He., 1989. "Convergence from Discrete to Continuous Time Financial Model," Research Program in Finance Working Papers RPF-190, University of California at Berkeley.
  15. He, Hua. & Pindyck, Robert S., 1989. "Investments in flexible production capacity," Working papers 2102-89., Massachusetts Institute of Technology (MIT), Sloan School of Management.
  16. Hua He and Neil D. Pearson., 1989. "Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case," Research Program in Finance Working Papers RPF-191, University of California at Berkeley.

Articles

  1. H. He, 2009. "A note on time-ordered classification," Biometrika, Biometrika Trust, vol. 96(1), pages 248-248.
  2. He, Hua & Mamaysky, Harry, 2005. "Dynamic trading policies with price impact," Journal of Economic Dynamics and Control, Elsevier, vol. 29(5), pages 891-930, May.
  3. Domenico Cuoco & Hua He, 2001. "Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets," Annals of Economics and Finance, Society for AEF, vol. 2(2), pages 265-296, November.
  4. Hua He & Akihiko Takahashi, 2000. "A Variable Reduction Technique for Pricing Average‐rate Options," International Review of Finance, International Review of Finance Ltd., vol. 1(2), pages 123-142, June.
  5. Hua He & William P. Keirstead & Joachim Rebholz, 1998. "Double Lookbacks," Mathematical Finance, Wiley Blackwell, vol. 8(3), pages 201-228, July.
  6. He, Hua & Wang, Jiang, 1995. "Differential Information and Dynamic Behavior of Stock Trading Volume," The Review of Financial Studies, Society for Financial Studies, vol. 8(4), pages 919-972.
  7. He, Hua & Modest, David M, 1995. "Market Frictions and Consumption-Based Asset Pricing," Journal of Political Economy, University of Chicago Press, vol. 103(1), pages 94-117, February.
  8. He Hua & Huang Chi-fu, 1994. "Consumption-Portfolio Policies: An Inverse Optimal Problem," Journal of Economic Theory, Elsevier, vol. 62(2), pages 257-293, April.
  9. He, Hua & Leland, Hayne, 1993. "On Equilibrium Asset Price Processes," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 593-617.
  10. He, Hua & Pages, Henri F, 1993. "Labor Income, Borrowing Constraints, and Equilibrium Asset Prices," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(4), pages 663-696, October.
  11. He, Hua & Pindyck, Robert S., 1992. "Investments in flexible production capacity," Journal of Economic Dynamics and Control, Elsevier, vol. 16(3-4), pages 575-599.
  12. He, Hua, 1991. "Optimal consumption-portfolio policies: A convergence from discrete to continuous time models," Journal of Economic Theory, Elsevier, vol. 55(2), pages 340-363, December.
  13. Hua He & Neil D. Pearson, 1991. "Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale Constraints: the Finite‐Dimensional Case1," Mathematical Finance, Wiley Blackwell, vol. 1(3), pages 1-10, July.
  14. He, Hua & Pearson, Neil D., 1991. "Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case," Journal of Economic Theory, Elsevier, vol. 54(2), pages 259-304, August.
  15. He, Hua, 1990. "Convergence from Discrete- to Continuous-Time Contingent Claims Prices," The Review of Financial Studies, Society for Financial Studies, vol. 3(4), pages 523-546.

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