Hua He : Citation Profile

Are you Hua He?

Cheung Kong Graduate School of Business

12

H index

13

i10 index

964

Citations

RESEARCH PRODUCTION:

15

Articles

19

Papers

RESEARCH ACTIVITY:

   20 years (1989 - 2009). See details.
   Cites by year: 48
   Journals where Hua He has often published
   Relations with other researchers
   Recent citing documents: 73.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/phe381
   Updated: 2023-05-27    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:

Xiao, Tim (15)

Lo, Andrew (14)

Kogan, Leonid (11)

Detemple, Jerome (11)

Cespa, Giovanni (10)

Willen, Paul (10)

Jouini, Elyès (9)

Bacchetta, Philippe (9)

Vives, Xavier (9)

Lustig, Hanno (8)

Constantinides, George (8)

Cites to:

Grossman, Sanford (8)

Campbell, John (4)

Kyle, Albert (2)

Admati, Anat (2)

Vayanos, Dimitri (2)

Lebaron, Blake (2)

Foster, Frederick (1)

Milgrom, Paul (1)

merton, robert (1)

Hellwig, Martin (1)

Brown, Donald (1)

Main data

Where Hua He has published?

Journals with more than one article published# docs
Review of Financial Studies3
Journal of Economic Theory3
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 Management2

Recent works citing Hua He (2022 and 2021)

YearTitle of citing document
2022Optimal investment with time-varying stochastic endowments. (2014). Chen, AN ; Stelzer, Robert ; Mereu, Carla . In: Papers. RePEc:arx:papers:1406.6245.

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2021Optimal continuous-time ALM for insurers: a martingale approach. (2018). Castillo, Camilo ; Serrano, Rafael . In: Papers. RePEc:arx:papers:1810.08466.

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2021Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets. (2020). Scaillet, Olivier ; Shen, Yiwen. In: Papers. RePEc:arx:papers:2004.10096.

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2021A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2010.09186.

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2021Duality and deep learning for optimal consumption with randomly terminating income. (2020). Monoyios, Michael ; Davey, Ashley ; Zheng, Harry. In: Papers. RePEc:arx:papers:2011.00732.

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2021Unbounded Dynamic Programming via the Q-Learning Transform. (2020). Stachurski, John ; Ma, Qingyin ; Toda, Alexis Akira. In: Papers. RePEc:arx:papers:2012.00219.

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2021Error estimates for discrete approximations of game options with multivariate diffusion asset prices. (2020). Kifer, Yuri. In: Papers. RePEc:arx:papers:2012.01257.

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2021Forward indifference valuation and hedging of basis risk under partial information. (2021). Tahvildari, Mahan. In: Papers. RePEc:arx:papers:2101.00251.

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2022Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2102.10756.

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2021Effect of Labour Income on the Optimal Bankruptcy Problem. (2021). Marazzina, Daniele ; Ding, Guodong. In: Papers. RePEc:arx:papers:2106.15426.

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2022Dynamic Portfolio Optimization with Inverse Covariance Clustering. (2022). Aste, Tomaso ; Wang, Yuanrong. In: Papers. RePEc:arx:papers:2112.15499.

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2022Optimal annuitization post-retirement with labor income. (2022). Gao, Xiang ; Jevti, Petar ; Pirvu, Traian A ; Hyndman, Cody. In: Papers. RePEc:arx:papers:2202.04220.

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2022Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO. (2022). Zhang, Xinwen ; Xiang, YI ; Weng, Jiacheng ; Fang, Jin. In: Papers. RePEc:arx:papers:2206.10736.

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2023Robust utility maximization with nonlinear continuous semimartingales. (2022). Niemann, Lars ; Criens, David. In: Papers. RePEc:arx:papers:2206.14015.

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2022Asset Trading in Continuous Time: A Cautionary Tale. (2022). Zame, William R. In: Papers. RePEc:arx:papers:2207.03397.

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2022Constrained portfolios in incomplete markets: a dynamic programming approach to Hestons model. (2022). Zagst, Rudi ; Havrylenko, Yevhen ; Escobar-Anel, Marcos. In: Papers. RePEc:arx:papers:2208.14152.

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2022Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model. (2022). Sojmark, Andreas ; Feinstein, Zachary. In: Papers. RePEc:arx:papers:2211.15431.

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2023Forward Backward SDEs Systems for Utility Maximization in Jump Diffusion Models. (2023). Trivellato, Barbara ; Siri, Paola ; Santacroce, Marina. In: Papers. RePEc:arx:papers:2302.08253.

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2023Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014.

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2023Nash equilibria for relative investors with (non)linear price impact. (2023). Goll, Tamara ; Bauerle, Nicole. In: Papers. RePEc:arx:papers:2303.18161.

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2023Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility. (2023). Zhang, Qiang ; Miao, Yingting. In: Papers. RePEc:arx:papers:2304.07672.

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2021Duality for optimal consumption with randomly terminating income. (2021). Zheng, Harry ; Monoyios, Michael ; Davey, Ashley. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1275-1314.

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2021Convergence of optimal expected utility for a sequence of binomial models. (2021). Schachermayer, Walter ; Hubalek, Friedrich. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1315-1331.

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2021Young, timid, and risk takers. (2021). Rasonyi, Miklos ; Nagy, Lorant ; Guasoni, Paolo. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1332-1356.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf509.

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2023Optimal job switching and retirement decision. (2023). Park, Kyunghyun ; Jeon, Junkee. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:443:y:2023:i:c:s0096300322008451.

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2021Strategic technology switching under risk aversion and uncertainty. (2021). Chronopoulos, Michail ; Sendstad, Lars Hegnes. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:126:y:2021:i:c:s0165188920300865.

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2021Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s0264999321002522.

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2022Price impact, strategic interaction and portfolio choice. (2022). Curatola, Giuliano. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001959.

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2022Order Choices: An Intraday Analysis of the Taiwan Stock Exchange. (2022). Lo, Hsiang-Yu ; Hung, Pi-Hsia ; Lien, Donald. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000912.

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2022Near-optimal asset allocation in financial markets with trading constraints. (2022). Pelsser, Antoon ; Kamma, Thijs. In: European Journal of Operational Research. RePEc:eee:ejores:v:297:y:2022:i:2:p:766-781.

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2023Health insurance, portfolio choice, and retirement incentives. (2023). Marazzina, Daniele ; Biffis, Enrico ; Barucci, Emilio. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:910-921.

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2023On optimal constrained investment strategies for long-term savers in stochastic environments and probability hedging. (2023). Vodika, Peter ; Nielsen, Jens Perch ; Kyriakou, Ioannis ; Gerrard, Russell. In: European Journal of Operational Research. RePEc:eee:ejores:v:307:y:2023:i:2:p:948-962.

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2021Housing market spillovers through the lens of transaction volume: A new spillover index approach. (2021). Yu, Ziliang ; Tong, Meng ; Yang, Jian. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:351-378.

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2021Green capacity investment under subsidy withdrawal risk. (2021). Kort, Peter ; Hagspiel, Verena. In: Energy Economics. RePEc:eee:eneeco:v:98:y:2021:i:c:s014098832100164x.

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2023Don’t stop me now: Incremental capacity growth under subsidy termination risk. (2023). Sendstad, Lars H ; Fleten, Stein-Erik. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005286.

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2022The impact of liquidity constraints and cashflows on the optimal retirement problem. (2022). Marazzina, Daniele ; Ding, Guodong. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003816.

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2021Noise traders incarnate: Describing a realistic noise trading process. (2021). Schmidt, Daniel ; Peress, Joel . In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300872.

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2021The going-public decision and firm risk. (2021). Fu, Mengchuan ; Sampagnaro, Gabriele ; Salerno, Dario ; Meles, Antonio. In: Journal of Financial Stability. RePEc:eee:finsta:v:54:y:2021:i:c:s1572308921000425.

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2021Puzzling exchange rate dynamics and delayed portfolio adjustment. (2021). van Wincoop, Eric ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:131:y:2021:i:c:s0022199621000374.

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2022Can sticky portfolios explain international capital flows and asset prices?. (2022). van Wincoop, Eric ; Davenport, Margaret ; Bacchetta, Philippe. In: Journal of International Economics. RePEc:eee:inecon:v:136:y:2022:i:c:s0022199622000150.

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2023Portfolio choice with illiquid asset for a loss-averse pension fund investor. (2023). Zeng, Yan ; Li, Zhongfei ; Chen, Zheng. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:108:y:2023:i:c:p:60-83.

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2023A machine learning attack on illegal trading. (2023). Prokhorov, Artem ; Leung, Henry ; James, Robert. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003156.

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2021Volatility expectations and disagreement. (2021). van der Sar, Nico L ; Huisman, Ronald. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:379-393.

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2022Investment choices and production dynamics: The role of price expectations, financial deficit, and production constraints. (2022). Berdysheva, Sofia ; del Carpio, Victor ; Ikonnikova, Svetlana A. In: Journal of Economics and Business. RePEc:eee:jebusi:v:120:y:2022:i:c:s0148619522000236.

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2021Benchmark interest rates when the government is risky. (2021). Chernov, Mikhail ; Song, D ; Schmid, L ; Augustin, P. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:1:p:74-100.

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2021Diagnostic bubbles. (2021). Kwon, Spencer Yongwook ; Shleifer, Andrei ; Gennaioli, Nicola ; Bordalo, Pedro. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:1060-1077.

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2022Expected return, volume, and mispricing. (2022). Zhou, Guofu ; Huang, Dayong ; Han, Yufeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:143:y:2022:i:3:p:1295-1315.

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2022Premium for heightened uncertainty: Explaining pre-announcement market returns. (2022). Zhu, Haoxiang ; Wang, Jiang ; Pan, Jun. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:3:p:909-936.

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2022Who Values Economist Forecasts? Evidence From Trading in Treasury Markets. (2022). Leung, Henry ; Jarnecic, Elvis ; James, Robert. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:49:y:2022:i:c:s1042957321000358.

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2022Unbounded dynamic programming via the Q-transform. (2022). Toda, Alexis Akira ; Stachurski, John ; Ma, Qingyin. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:100:y:2022:i:c:s0304406822000143.

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2021Who knows more and makes more? A perspective of order submission decisions across investor types. (2021). Chen, Hung-Ju ; Hung, Pi-Hsia ; Lien, Donald. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:381-398.

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2021Uncertainty and flexibility in infrastructure investments: Application of real options analysis to the Ponta Delgada airport expansion. (2021). Pimentel, P ; Couto, G ; Oliveira, A. In: Research in Transportation Economics. RePEc:eee:retrec:v:90:y:2021:i:c:s0739885920300342.

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2021Mean reversion in Asia-Pacific stock prices: New evidence from quantile unit root tests. (2021). Nartea, Gilbert ; Luisa, Maria ; Glenn, Harold. In: International Review of Economics & Finance. RePEc:eee:reveco:v:73:y:2021:i:c:p:214-230.

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2021The more myopic, the more chaos? How the degree of traders’ short-termism affects the financial market equilibrium. (2021). Liu, Zhiyong ; Chen, Binbin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:75:y:2021:i:c:p:596-608.

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2023Dynamic portfolio optimization with inverse covariance clustering. (2023). Aste, Tomaso ; Wang, Yuanrong. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:117701.

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2021Tobin’s Q as an Indicator of Firm Performance: Empirical Evidence from Manufacturing Sector Firms of Pakistan. (2021). Ghouse, Ghulam ; Islam, Yasir ; Ishaq, Maryam. In: International Journal of Economics & Business Administration (IJEBA). RePEc:ers:ijebaa:v:ix:y:2021:i:1:p:425-441.

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2021Consumption-Based Asset Pricing When Consumers Make Mistakes. (2021). Anderson, Christopher. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-15.

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2021Reference Prices and Turnover: Evidence from Small-Capitalization Stocks. (2021). Pandey, Ashish. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:29-:d:477489.

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2022Financing Cooperative Supply Chain Members—The Bank’s Perspective. (2022). Juhasz, Peter ; Felfoldi-Szcs, Nora. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:7:p:139-:d:860919.

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2022Do I Really Want to Hear The News? Public Information Arrival and Investor Beliefs. (2022). Izhakian, Yehuda ; Cookson, Anthony J ; Ben-Rephael, Azi. In: SocArXiv. RePEc:osf:socarx:ud7yw.

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2021The value of knowing the market price of risk. (2021). nicolosi, marco ; Herzel, Stefano ; Colaneri, Katia. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-020-03596-7.

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2022Ramsey rule with forward/backward utility for long-term yield curves modeling. (2022). el Karoui, Nicole ; Mrad, Mohamed ; Hillairet, Caroline. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:45:y:2022:i:1:d:10.1007_s10203-022-00370-1.

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2021On a multi-asset version of the Kusuoka limit theorem of option superreplication under transaction costs. (2021). Кабанов, Юрий ; Kabanov, Yuri ; Grepat, Julien. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00441-4.

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2021Set-valued risk measures as backward stochastic difference inclusions and equations. (2021). Feinstein, Zachary ; Ararat, Ain. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:1:d:10.1007_s00780-020-00445-0.

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2021Concavity, stochastic utility, and risk aversion. (2021). Jarrow, Robert ; Li, Siguang. In: Finance and Stochastics. RePEc:spr:finsto:v:25:y:2021:i:2:d:10.1007_s00780-021-00448-5.

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2022.

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2021Optimal consumption/investment and retirement with necessities and luxuries. (2021). Shin, Yong Hyun ; Roh, Kum-Hwan ; Koo, Hyeng Keun. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:94:y:2021:i:2:d:10.1007_s00186-021-00758-6.

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2021Production network, technology choice, capacity investment and inventory sourcing decisions: operational hedging under demand uncertainty. (2021). Vijai, Prince J. In: OPSEARCH. RePEc:spr:opsear:v:58:y:2021:i:4:d:10.1007_s12597-021-00511-x.

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2022The corporate calendar and the timing of share repurchases and equity compensation. (2022). Zheng, Jiaqi ; Obernberger, Stefan ; Li, Amy Yazhu ; Dittmann, Ingolf. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20210101.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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2022FLEXIBILITY AND PRODUCTIVITY: TOWARD THE UNDERSTANDING OF FIRM HETEROGENEITY. (2022). Xu, Mingzhi ; Macedoni, Luca. In: International Economic Review. RePEc:wly:iecrev:v:63:y:2022:i:3:p:1055-1108.

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2022Implications of the overconfidence bias in presence of private information: Evidence from MENA stock markets. (2022). Boussaidi, Ramzi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3660-3678.

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Works by Hua He:

YearTitleTypeCited
2000A Variable Reduction Technique for Pricing Average?rate Options In: International Review of Finance.
[Full Text][Citation analysis]		article3
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: 3		paper
1991Consumption and Portfolio Policies With Incomplete Markets and Short?Sale Constraints: the Finite?Dimensional Case1 In: Mathematical Finance.
[Full Text][Citation analysis]		article80
1998Double Lookbacks In: Mathematical Finance.
[Full Text][Citation analysis]		article15
1995Double Lookbacks..(1995) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 15		paper
2001Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets In: Annals of Economics and Finance.
[Full Text][Citation analysis]		article23
1992Investments in flexible production capacity In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article74
1989Investments in flexible production capacity.(1989) In: Working papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 74		paper
2005Dynamic trading policies with price impact In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article34
2002Dynamic Trading Policies With Price Impact.(2002) In: Yale School of Management Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 34		paper
1991Consumption and portfolio policies with incomplete markets and short-sale constraints: The infinite dimensional case In: Journal of Economic Theory.
[Full Text][Citation analysis]		article147
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: 147		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: 147		paper
1991Optimal consumption-portfolio policies: A convergence from discrete to continuous time models In: Journal of Economic Theory.
[Full Text][Citation analysis]		article10
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: 10		paper
1994Consumption-Portfolio Policies: An Inverse Optimal Problem In: Journal of Economic Theory.
[Full Text][Citation analysis]		article9
2001Optimal Dynamic rading Strategies with Risk Limits In: FAME Research Paper Series.
[Full Text][Citation analysis]		paper9
1994Differential information and dynamic behavior of stock trading volume In: Working papers.
[Full Text][Citation analysis]		paper195
1995Differential Information and Dynamic Behavior of Stock Trading Volume.(1995) In: NBER Working Papers.
[Full Text][Citation analysis]
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1995Differential Information and Dynamic Behavior of Stock Trading Volume..(1995) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 195		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: 195		paper
2009A note on time-ordered classification In: Biometrika.
[Full Text][Citation analysis]		article1
1990Convergence from Discrete- to Continuous-Time Contingent Claims Prices. In: Review of Financial Studies.
[Full Text][Citation analysis]		article62
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: 62		paper
1993On Equilibrium Asset Price Processes. In: Review of Financial Studies.
[Full Text][Citation analysis]		article70
1991Equilibrium Asset Price Processes..(1991) In: Research Program in Finance Working Papers.
[Citation analysis]
This paper has another version. Agregated cites: 70		paper
1993Labor Income, Borrowing Constraints, and Equilibrium Asset Prices. In: Economic Theory.
[Citation analysis]		article63
1989Convergence from Discrete to Continuous Time Financial Model. In: Research Program in Finance Working Papers.
[Citation analysis]		paper3
1990Moment Approximation and Estimation of Diffusion Models of Asset Prices. In: Research Program in Finance Working Papers.
[Citation analysis]		paper4
1990Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints. In: Research Program in Finance Working Papers.
[Citation analysis]		paper1
1991Efficient Consumption-Portfolio Policies. 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]		paper123
1995Market Frictions and Consumption-Based Asset Pricing..(1995) In: Journal of Political Economy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 123		article
2001Modeling Term Structures of Swap Spreads In: Yale School of Management Working Papers.
[Full Text][Citation analysis]		paper37

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