He H 100 + papers
Convergence from discrete-to continuous-time contingent claims prices[PDF]
from yale.eduH He - Review of Financial Studies, 1990 - Soc Financial
Studies
Convergence of Contingent Claims Prices stocks and one bond available for
trading, markets
cannot be com- pleted by dynamic trading, and options cannot be priced by
arbitrage. This is
not the case in the continuous-time model, in which markets can be completed
by ...
Cited by 174 - Related articles - Library Search - All 13 versions
Differential informational and dynamic behavior of stock trading volume[PDF]
from yale.eduH He… - Review of Financial Studies, 1995 - Soc Financial
Studies
Differential Information and Dynamic Behavior of Stock Trading Volume Hua He
University of
California at Berkeley Jiang Wang Massachusetts Institute of Technology This
article develops
a muüiperiod rational ex- pectations model of stock trading in which in-
vestors have ...
Cited by 284 - Related articles - Library Search - BL Direct - All 23
versions
Consumption and portfolio policies with incomplete markets and short-sale
constraints: The infinite dimensional case* 1H He… - Journal of Economic
Theory, 1991 - Elsevier
We employ a martingale approach to study a dynamic consumption-portfolio
problem in continuous
time with incomplete markets and short-sale constraints. We introduce a
notion of minimax local
martingale and transform the dynamic problem into a static problem of
maximizing ...
Cited by 304 - Related articles - All 10 versions
On equilibrium asset price processes[PDF] from yale.eduH He… - Review of
Financial Studies, 1993 - Soc Financial Studies
Page 1. On Equilibrium Asset Price Processes Hua He Hayne Leland University
of California,
Berkeley In this article we derive necessary and sufficient conditions that
must be satisfied
by equilibrium asset price processes in apure exchange economy. ...
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versions
Labor income, borrowing constraints, and equilibrium asset pricesH He… -
Economic Theory, 1993 - Springer
Summary. We develop a duality approach to study an individual's optimal
consumption and portfolio
policy when the individual has limited opportunities to borrow against
future labor income and
cannot totally insure the risk of income fluctuations. The individual's
intertemporat ...
Cited by 101 - Related articles - All 6 versions
Investments in flexible production capacity[PDF] from mit.eduH He… -
Journal of Economic Dynamics and Control, 1992 - Elsevier
... North-Holland Investments in flexible production capacity* Hua He
University of California,
Berkeley, CA ... We 598 H. He and RS Andyck, Investments inflexible
production capacity also
ignored ... value of flexibility: Reducing the ability to compromise,
American Economic Review 78 ...
Cited by 101 - Related articles - Library Search - All 9 versions
Consumption and Portfolio Policies With Incomplete Markets and Short‐Sale
Constraints: the Finite‐Dimensional Case1H He… - Mathematical Finance,
1991 - Wiley Online Library
Page 1. Mathematical Finance, Vol. 1, No. 3 (July 1991), I - 10 CONSUMPTION
AND PORTFOLIO POLICIES WITH INCOMPLETE MARKETS AND SHORT-SALE
CONSTRAINTS: THE FINITE-DIMENSIONAL CASE HUA HE ...
Cited by 110 - Related articles - Library Search - All 7 versions
Market frictions and consumption-based asset pricing[PDF] from cenet.org.cnH
He… - The Journal of Political Economy, 1995 - JSTOR
A fundamental equilibrium condition underlying most utility-based asset
pricing models is the
equilibration of intertemporal marginal rates of substitution (IMRS).
Previous empirical
research, however, has found that the comovements of consumption and asset
return ...
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versions