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

DOWNLOADS
Rank 10,160

SSRN RANKINGS

Top 10,160

in Total Papers Downloads

5,005

SSRN CITATIONS
Rank 5,950

SSRN RANKINGS

Top 5,950

in Total Papers Citations

38

CROSSREF CITATIONS

162

Scholarly Papers (5)

1.

Modeling Term Structures of Swap Spreads

Number of pages: 50 Posted: 24 Aug 2000
Hua He
Yale University - School of Management
Downloads 2,925 (4,298)
Citation 28

Abstract:

Loading...

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 1,167 (19,070)
Citation 6

Abstract:

Loading...

Risk management, value at risk, tail conditional expectation

3.

Dynamic Trading Policies with Price Impact

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 824 (31,618)
Citation 21

Abstract:

Loading...

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 89 (313,145)
Citation 17

Abstract:

Loading...

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

Abstract:

Loading...

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

Abstract:

Loading...