Hui Chen

Associate Professor of Finance

Biography | Selected Publications

“Dynamic Asset Allocation with Ambiguous Return Predictability.” Chen, Hui, Nengjiu Ju, and Jianjun Miao (2014). Review of Economic Dynamics, 17(4): 799-823. (2014)

“Comment on ‘Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe’ by Ang and Longstaff.” Chen, Hui (2013). Journal of Monetary Economics, 60: 511-516. (2013)

“Market Timing, Investment, and Risk Management.” Bolton, Patrick, Hui Chen, and Neng Wang (2013). Journal of Financial Economics, 109(1): 40-62. (2013)

“Generalized Transform Analysis of Affine Processes and Applications in Finance.” Chen, Hui, and Scott Joslin (2012). Review of Financial Studies, 25(7): 2225-2256. (2012)

Generalized transform analysis of affine processes: with an Application to a Model of Time-varying Labor Income Risk (2011)

“Rare Disasters and Risk Sharing with Heterogeneous Beliefs.” Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran (2012). Review of Financial Studies, 25(7): 2189-2224. (2011)

“A Unified Theory of Tobin’s q, Corporate Investment, Financing, and Risk Management.” Bolton, Patrick, Hui Chen, and Neng Wang (October 2011). Journal of Finance, 66(5): 1545-1578. (2010)

“Affine Disagreement and Asset Pricing.” Chen, Hui, Scott Joslin, and Ngoc-Khanh Tran (2010). American Economic Review P&P, 100(2): 522-526. (2010)

“Entrepreneurial Finance and Non-diversifiable Risk.” Chen, Hui, Jianjun Miao, and Neng Wang (2010). Review of Financial Studies, 23(12): 4348-4388 (2010)

Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure (2010)

“Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure.” Chen, Hui (2010). Journal of Finance, 65(6): 2171-2212. (2010)

Asset Pricing with Uncertainty about the Long Run, with Michal Pakos, Janauary 2008

Asymmetric Information, Monetary Policy and Bond Returns," with Pietro Veronesi, Janauary 2008

Idiosyncratic Risks, Asymmetric Information, and Entrepreneurial Financing, with Jianjun Miao and Neng Wang, January 2008

Can Information Costs Explain the Equity Premium and Stock Market Participation Puzzles?, November 2006 (2007)

"Can Information Costs Explain the Equity Premium and Stock Market Participation Puzzles?," November 2006 (2007)

Solving Asset Pricing Models with Recursive Preferences, September 2007

Market Conditions and Strategic Release of Information, June 2004

 

Contact Information
Office: E62-637
Tel: (617) 324-3896
Fax: (617) 258-6855
Support Staff
Name: Safia Albaiti
Tel: (617) 253-9747
Group(s)

Research Center(s)

General Expertise
Asset pricing; Bond markets; Bond pricing; Credit-default swap; Derivatives; Financial engineering; Liquidity; Options; Options pricing valuation; Risk management