Hua He : Citation Profile


Are you Hua He?

Cheung Kong Graduate School of Business

11

H index

11

i10 index

622

Citations

RESEARCH PRODUCTION:

15

Articles

20

Papers

RESEARCH ACTIVITY:

   20 years (1989 - 2009). See details.
   Cites by year: 31
   Journals where Hua He has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe381
   Updated: 2018-05-19    RAS profile: 2015-02-08    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Hua He.

Is cited by:

Lo, Andrew (11)

Vives, Xavier (9)

Jouini, Elyès (9)

Constantinides, George (8)

Bacchetta, Philippe (6)

van Wincoop, Eric (6)

Kogan, Leonid (6)

Lustig, Hanno (6)

Michaelides, Alexander (5)

Hansen, Lars (5)

Cochrane, John (5)

Cites to:

Grossman, Sanford (6)

Campbell, John (4)

Kyle, Albert (2)

Miller, Merton (2)

Admati, Anat (2)

Stiglitz, Joseph (1)

Gallant, A. (1)

Basak, Suleyman (1)

Longstaff, Francis (1)

Stokey, Nancy (1)

Scheinkman, Jose (1)

Main data


Where Hua He has published?


Journals with more than one article published# docs
Journal of Economic Theory3
Review of Financial Studies3
Journal of Economic Dynamics and Control2
Mathematical Finance2

Working Papers Series with more than one paper published# docs
Research Program in Finance Working Papers / University of California at Berkeley13
Yale School of Management Working Papers / Yale School of Management3

Recent works citing Hua He (2018 and 2017)


YearTitle of citing document
2017Equilibrium pricing under relative performance concerns. (2017). Bielagk, Jana ; Reis, Goncalo Dos ; Lionnet, Arnaud . In: Papers. RePEc:arx:papers:1511.04218.

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2017Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1610.07694.

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2018Periodic strategies in optimal execution with multiplicative price impact. (2018). Hern, Daniel ; Moreno-Franco, Harold A. In: Papers. RePEc:arx:papers:1705.00284.

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2017Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves. (2017). Lafond, François ; Panchenko, Valentyn ; Lillo, Fabrizio ; Farmer, Doyne J ; Way, Rupert . In: Papers. RePEc:arx:papers:1705.03423.

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2017Heterogeneous Preferences, Constraints, and the Cyclicality of Leverage. (2017). Abbot, Tyler . In: Papers. RePEc:arx:papers:1706.05877.

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2017Transition probability of Brownian motion in the octant and its application to default modeling. (2017). Kaushansky, Vadim ; Reisinger, Christoph ; Lipton, Alexander. In: Papers. RePEc:arx:papers:1801.00362.

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2017OUTPERFORMING A STOCHASTIC BENCHMARK UNDER BORROWING AND RECTANGULAR CONSTRAINTS. (2017). Yener, Haluk ; Beylunioglu, Fuat Can . In: Working Papers. RePEc:bli:wpaper:1701.

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2017Operational and Financial Hedging: Evidence from Export and Import Behavior. (2017). Kuzmina, Olga ; Kuznetsova, Olga. In: Working Papers. RePEc:cfr:cefirw:w0242.

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2018Operational and financial hedging: Evidence from export and import behavior. (2018). Kuznetsova, Olga ; Kuzmina, Olga. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:109-121.

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2018Switches in price discovery: Are U.S. traders more qualified in making valuations?. (2018). Qadan, Mahmoud. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:221-234.

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2017Estimating asset pricing models with frictions. (2017). Crotty, Kevin ; Teguia, Alberto . In: Economics Letters. RePEc:eee:ecolet:v:154:y:2017:i:c:p:24-27.

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2017Optimal investment and consumption when allowing terminal debt. (2017). Chen, AN ; Vellekoop, Michel . In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:1:p:385-397.

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2017When and how much to invest? Investment and capacity choice under product life cycle uncertainty. (2017). Lukas, Elmar ; Kieckhafer, Karsten ; Kupfer, Stefan ; Spengler, Thomas Stefan . In: European Journal of Operational Research. RePEc:eee:ejores:v:260:y:2017:i:3:p:1105-1114.

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2018An empirical examination of the diversification benefits of U.K. international equity closed-end funds. (2018). Fletcher, Jonathan. In: International Review of Financial Analysis. RePEc:eee:finana:v:55:y:2018:i:c:p:23-34.

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2017Measuring skill in the Islamic mutual fund industry: Evidence from GCC countries. (2017). Hammami, Yacine ; Oueslati, Abdelmonem . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:49:y:2017:i:c:p:15-31.

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2018Learning about noise. (2018). Marmora, Paul ; Rytchkov, Oleg. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:89:y:2018:i:c:p:209-224.

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2017Information percolation, momentum and reversal. (2017). Andrei, Daniel ; Cujean, Julien . In: Journal of Financial Economics. RePEc:eee:jfinec:v:123:y:2017:i:3:p:617-645.

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2018On aggregation and representative agent equilibria. (2018). Jarrow, Robert ; Larsson, Martin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:74:y:2018:i:c:p:119-127.

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2017Differences in herding: Individual vs. institutional investors. (2017). Rhee, Ghon ; Wang, Steven Shuye ; Li, Wei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:45:y:2017:i:c:p:174-185.

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2018Optimal execution with price impact under Cumulative Prospect Theory. (2018). Li, Xindan ; Zhao, Jingdong ; Zhu, Hongliang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1228-1237.

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2017New evidence on the effect of belief heterogeneity on stock returns. (2017). Singh, Vivek ; Hobbs, Jeffrey ; Lee, Hei Wai . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0551-7.

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2018Consumption-based capital asset pricing models: issues and controversies. (2018). Choi, Wonnho . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0627-z.

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2017Volume flexibility and capacity investment: a real options approach. (2017). Kort, Peter ; Talman, Dolf ; Wen, Xingang. In: Journal of the Operational Research Society. RePEc:pal:jorsoc:v:68:y:2017:i:12:d:10.1057_s41274-017-0196-5.

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2017Implied Maturity Mismatches and Investor Disagreement. (2017). Iarovyi, Mark ; Venezia, Itzhak ; Yosef, Sasson Bar ; BarYosef, Sasson . In: Proceedings of Economics and Finance Conferences. RePEc:sek:iefpro:4507072.

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2018Equilibrium-based volatility models of the market portfolio rate of return (peacock tails or stotting gazelles). (2018). Feldman, David ; Xu, Xin. In: Annals of Operations Research. RePEc:spr:annopr:v:262:y:2018:i:2:d:10.1007_s10479-015-1972-8.

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2017The scaling limit of superreplication prices with small transaction costs in the multivariate case. (2017). Bank, Peter ; Perkkio, Ari-Pekka ; Dolinsky, Yan. In: Finance and Stochastics. RePEc:spr:finsto:v:21:y:2017:i:2:d:10.1007_s00780-016-0320-4.

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2018Shadow prices, fractional Brownian motion, and portfolio optimisation under transaction costs. (2018). Czichowsky, Christoph ; Yang, Junjian ; Schachermayer, Walter ; Peyre, Remi. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:1:d:10.1007_s00780-017-0351-5.

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2017Optimal Market Dealing Under Constraints. (2017). Chevalier, Etienne ; MNIF, MOHAMED ; Ly, Vathana ; Gaigi, Mhamed. In: Journal of Optimization Theory and Applications. RePEc:spr:joptap:v:173:y:2017:i:1:d:10.1007_s10957-016-1040-9.

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2017Stepwise investment and capacity sizing under uncertainty. (2017). Fleten, Stein-Erik ; Stein- Erik Fleten, ; Hagspiel, Verena ; Chronopoulos, Michail . In: OR Spectrum: Quantitative Approaches in Management. RePEc:spr:orspec:v:39:y:2017:i:2:d:10.1007_s00291-016-0460-0.

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2017A CAPM WITH TRADING CONSTRAINTS AND PRICE BUBBLES. (2017). Jarrow, Robert. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:20:y:2017:i:08:n:s0219024917500534.

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Works by Hua He:


YearTitleTypeCited
2000A Variable Reduction Technique for Pricing Average-rate Options In: International Review of Finance.
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article2
1995A Variable Reduction Technique for Pricing Average-Rate Options..(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 2
paper
1991Consumption and Portfolio Policies With Incomplete Markets and Short-Sale Constraints: the Finite-Dimensional Case In: Mathematical Finance.
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article100
1991Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case.(1991) In: Journal of Economic Theory.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 100
article
1989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Finite Dimensional Case..(1989) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 100
paper
1989Consumption and Portfolio Policies with Incomplete Markets and Short-Sale Constraints: The Infinite Dimensional Case..(1989) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 100
paper
1998Double Lookbacks In: Mathematical Finance.
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article14
1995Double Lookbacks..(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 14
paper
2001Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets In: Annals of Economics and Finance.
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article5
1992Investments in flexible production capacity In: Journal of Economic Dynamics and Control.
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article55
1989Investments in flexible production capacity.(1989) In: Working papers.
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This paper has another version. Agregated cites: 55
paper
2005Dynamic trading policies with price impact In: Journal of Economic Dynamics and Control.
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article24
2002Dynamic Trading Policies With Price Impact.(2002) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 24
paper
1991Optimal consumption-portfolio policies: A convergence from discrete to continuous time models In: Journal of Economic Theory.
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article6
1991Optimal Consumption-Portfolio Policies: A Convergence from Discrete to Continuous Time Models..(1991) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 6
paper
1994Consumption-Portfolio Policies: An Inverse Optimal Problem In: Journal of Economic Theory.
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article6
2001Optimal Dynamic rading Strategies with Risk Limits In: FAME Research Paper Series.
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paper14
2004Optimal Dynamic Trading Strategies with Risk Limits.(2004) In: Yale School of Management Working Papers.
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This paper has another version. Agregated cites: 14
paper
1994Differential information and dynamic behavior of stock trading volume In: Working papers.
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paper141
1995Differential Information and Dynamic Behavior of Stock Trading Volume.(1995) In: NBER Working Papers.
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This paper has another version. Agregated cites: 141
paper
1995Differential Information and Dynamic Behavior of Stock Trading Volume..(1995) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 141
article
1993Differential Information and Dynamic Behavior of Stock Trading Volume..(1993) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 141
paper
2009A note on time-ordered classification In: Biometrika.
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article1
1990Convergence from Discrete- to Continuous-Time Contingent Claims Prices. In: Review of Financial Studies.
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article33
1990Convergence from Discrete to Continuous Time Contingent Claims Prices..(1990) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 33
paper
1993On Equilibrium Asset Price Processes. In: Review of Financial Studies.
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article57
1993Labor Income, Borrowing Constraints, and Equilibrium Asset Prices. In: Economic Theory.
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article44
1989Convergence from Discrete to Continuous Time Financial Model. In: Research Program in Finance Working Papers.
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paper3
1990Moment Approximation and Estimation of Diffusion Models of Asset Prices. In: Research Program in Finance Working Papers.
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paper4
1990Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints. In: Research Program in Finance Working Papers.
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paper1
1991Efficient Consumption-Portfolio Policies. In: Research Program in Finance Working Papers.
[Citation analysis]
paper1
1991Equilibrium Asset Price Processes. In: Research Program in Finance Working Papers.
[Citation analysis]
paper1
1992Market Frictions and Consumption-Based Asset Pricing. In: Research Program in Finance Working Papers.
[Citation analysis]
paper95
1995Market Frictions and Consumption-Based Asset Pricing..(1995) In: Journal of Political Economy.
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This paper has another version. Agregated cites: 95
article
2001Modeling Term Structures of Swap Spreads In: Yale School of Management Working Papers.
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paper15

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