"Quantifying Liquidity and Default Risks of Corporate Bonds over the Business Cycle."

Chen, Hui, Rui Cui, Zhiguo He, and Konstantin Milbradt. Review of Financial Studies Vol. 31, No. 3 (2018): 852-897. Appendix. Download Paper.

"Macroeconomic Risk and Debt Overhang."

Chen, Hui, and Gustavo Manso. Review of Corporate Finance Studies Vol. 6, No. 1 (2017): 1-38.

"Dynamic Asset Allocation with Ambiguous Return Predictability."

Chen, Hui, Nengjiu Ju and Jianjun Miao. Review of Economic Dynamics Vol. 17, No. 4 (2014): 799-823. Download Paper.

"Measuring the 'Dark Matter' in Asset Pricing Models."

Hui Chen, Leonid Kogan and Winson Wei Dou. Springdale, UT: September 2013.

"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.

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