Hua He

Yale University - School of Management

Professor of Finance

135 Prospect Street

P.O. Box 208200

New Haven, CT 06520-8200

United States

http://som.yale.edu/~hh78/

Fudan University - International Finance

Shanghai

China

SCHOLARLY PAPERS

5

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Scholarly Papers (5)

1.

Modeling Term Structures of Swap Spreads

Yale ICF Working Paper No. 00-16; Yale SOM Working Paper No. ICF - 00-16
Number of pages: 50 Posted: 24 Aug 2000
Hua He
Yale University - School of Management
Downloads 2,896 (3,862)
Citation 26

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2.

Optimal Dynamic Trading Strategies with Risk Limits

Operations Research, Vol. 56, pp. 358-368, 2008
Number of pages: 26 Posted: 14 Jul 2004 Last Revised: 05 Dec 2011
University of Pennsylvania - Finance Department, Yale University - School of Management and Concordia University, Quebec - Department of Finance
Downloads 1,151 (17,559)
Citation 1

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Risk management, value at risk, tail conditional expectation

3.

Dynamic Trading Policies with Price Impact

Yale ICF Working Paper No. 00-64
Number of pages: 44 Posted: 07 Nov 2001
Hua He and Harry Mamaysky
Yale University - School of Management and Columbia University - Columbia Business School
Downloads 820 (28,766)
Citation 22

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Differential Information and Dynamic Behavior of Stock Trading Volume

NBER Working Paper No. w5010
Number of pages: 58 Posted: 07 Aug 2000 Last Revised: 20 Sep 2010
Hua He and Jiang Wang
Yale University - School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management
Downloads 82 (303,640)
Citation 9

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Differential Information and Dynamic Behavior of Stock Trading Volume

REVIEW OF FINANCIAL STUDIES, Vol. 8 No. 4
Posted: 13 Jul 1998
Hua He and Jiang Wang
Yale University - School of Management and Massachusetts Institute of Technology (MIT) - Sloan School of Management

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5.

Market Frictions and Consumption-Based Asset Pricing

Posted: 06 Sep 1999
Hua He and David Modest
Yale University - School of Management and Azimuth Alternative Assets Management LLLP

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