"Comment on ‘Systemic Sovereign Credit Risk: Lessons from the U.S. and Europe’ by Ang and Longstaff."

Chen, Hui. Journal of Monetary Economics Vol. 60, No. 5 (2013): 511-516. Download Paper.

"Market Timing, Investment, and Risk Management."

Bolton, Patrick, Hui Chen and Neng Wang. Journal of Financial Economics Vol. 109, No. 1 (2013): 40-62. Download Paper.

"Generalized Transform Analysis of Affine Processes and Applications in Finance."

Chen, Hui and Scott Joslin. Review of Financial Studies Vol. 25, No. 7 (2012): 2225-2256. Appendix. Download Paper.

"Rare Disasters and Risk Sharing with Heterogeneous Beliefs."

Chen, Hui, Scott Joslin and Ngoc-Khanh Tran. Review of Financial Studies Vol. 25, No. 7 (2012): 2189-2224. Appendix. Download Paper.

"A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management."

Bolton, Patrick, Hui Chen and Neng Wang. Journal of Finance Vol. 66, No. 5 (2011): 1545-1578. Appendix. Download Paper.

"Entrepreneurial Finance and Non-diversifiable Risk."

Chen, Hui, Jianjun Miao and Neng Wang. Review of Financial Studies Vol. 23, No. 12 (2010): 4348-4388. Appendix. Download Paper.