"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.

"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.

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