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Chen, Hui's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
6,084 |
Total
Citations
157 |
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1.
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Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure
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Chen, Hui
Massachusetts Institute of Technology
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Posted:
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30 Sep 09
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Last Revised:
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20 Aug 10
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1,810
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70
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Chen, Hui
Massachusetts Institute of Technology
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53
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70
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Chen, Hui
Massachusetts Institute of Technology
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1,757
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70
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capital structure, credit spread, default risk, business cycle, default losses
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2.
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Market Timing, Investment, and Risk Management
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Bolton, Patrick
Columbia Business School - Department of Economics Chen, Hui
Massachusetts Institute of Technology Wang, Neng
Columbia Business School - Finance and Economics
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Posted:
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16 Mar 10
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Last Revised:
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29 Mar 12
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1,106
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10
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Bolton, Patrick
Columbia Business School - Department of Economics Chen, Hui
Massachusetts Institute of Technology Wang, Neng
Columbia Business School - Finance and Economics
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17
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10
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Bolton, Patrick
Columbia Business School - Department of Economics Chen, Hui
Massachusetts Institute of Technology Wang, Neng
Columbia Business School - Finance and Economics
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16 Mar 10
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Last Revised:
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29 Mar 12
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1,089
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10
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risk management, liquidity, financial crisis, market timing, investment, q theory
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3.
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A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management
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Bolton, Patrick
Columbia Business School - Department of Economics Chen, Hui
Massachusetts Institute of Technology Wang, Neng
Columbia Business School - Finance and Economics
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Posted:
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19 Mar 09
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Last Revised:
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12 Jul 11
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777
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33
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Bolton, Patrick
Columbia Business School - Department of Economics Chen, Hui
Massachusetts Institute of Technology Wang, Neng
Columbia Business School - Finance and Economics
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137
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33
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Bolton, Patrick
Columbia Business School - Department of Economics Chen, Hui
Massachusetts Institute of Technology Wang, Neng
Columbia Business School - Finance and Economics
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19 Mar 09
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Last Revised:
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12 Jul 11
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640
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33
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investment, q theory, cash management, liquidity, hedging, payout, financing
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4.
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Entrepreneurial Finance and Non-Diversifiable Risk
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Chen, Hui
Massachusetts Institute of Technology Miao, Jianjun
Boston University - Department of Economics Wang, Neng
Columbia Business School - Finance and Economics
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Posted:
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27 Mar 09
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Last Revised:
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29 Jul 10
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480
(26,895)
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8
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Chen, Hui
Massachusetts Institute of Technology Miao, Jianjun
Boston University - Department of Economics Wang, Neng
Columbia Business School - Finance and Economics
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26
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Chen, Hui
Massachusetts Institute of Technology Miao, Jianjun
Boston University - Department of Economics Wang, Neng
Columbia Business School - Finance and Economics
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27 Mar 09
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Last Revised:
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07 Jul 10
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454
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8
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default, diversification benefits, entrepreneurial risk aversion, incomplete markets, idiosyncratic risk premium, hedging, capital structure, cash-out option, precautionary saving
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5.
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Rare Disasters and Risk Sharing with Heterogeneous Beliefs
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California Tran, Ngoc-Khanh
Massachusetts Institute of Technology
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Posted:
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18 Mar 10
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Last Revised:
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13 Dec 11
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470
(27,599)
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9
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California Tran, Ngoc-Khanh
Massachusetts Institute of Technology
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17
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9
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California Tran, Ngoc-Khanh
Massachusetts Institute of Technology
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18 Mar 10
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Last Revised:
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13 Dec 11
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453
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9
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6.
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Chen, Hui
Massachusetts Institute of Technology Ju, Nengjiu
Hong Kong University of Science & Technology (HKUST) - Department of Finance Miao, Jianjun
Boston University - Department of Economics
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| Posted: |
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02 Mar 09
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Last Revised:
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14 Apr 11
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408
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15
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generalized recursive ambiguity utility, ambiguity aversion, model uncertainty, learning, portfolio choice, robustness, return predictability
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7.
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Generalized Transform Analysis of Affine Processes and Applications in Finance
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California
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Posted:
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17 Feb 09
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Last Revised:
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22 Sep 11
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362
(38,477)
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6
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California
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12
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6
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California
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| Posted: |
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17 Feb 09
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Last Revised:
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22 Sep 11
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350
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6
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option pricing, recovery risk, stochastic discount factor, characteristic function, Fourier transform
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8.
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Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads
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Chen, Hui
Massachusetts Institute of Technology Xu, Yu
Massachusetts Institute of Technology (MIT) - Sloan School of Management Yang, Jun
Bank of Canada
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Posted:
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21 Mar 12
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Last Revised:
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12 Mar 13
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343
(41,123)
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3
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Chen, Hui
Massachusetts Institute of Technology Xu, Yu
Massachusetts Institute of Technology (MIT) - Sloan School of Management Yang, Jun
Bank of Canada
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0
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Chen, Hui
Massachusetts Institute of Technology Xu, Yu
Massachusetts Institute of Technology (MIT) - Sloan School of Management Yang, Jun
Bank of Canada
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| Posted: |
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21 Mar 12
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Last Revised:
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12 Mar 13
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343
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3
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Debt Maturity, Term Structure, Systematic Risk, Rollover Risk, Liquidity
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9.
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Chen, Hui
Massachusetts Institute of Technology Joslin, Scott
University of Southern California Ni, Sophie X.
Hong Kong University of Science and Technology
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| Posted: |
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19 Mar 12
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Last Revised:
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02 Jan 13
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182
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1
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10.
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Chen, Hui
Massachusetts Institute of Technology Michaux, Michael
University of Southern California - Marshall School of Business Roussanov, Nikolai L.
University of Pennsylvania - The Wharton School
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146
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2
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mortgage refinancing, housing collateral, liquidity constraints
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