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Optimal consumption-portfolio policies : a convergence from discrete to continuous time models
He, Hua - In: Journal of economic theory 55 (1991) 2, pp. 340-363
Persistent link: https://www.econbiz.de/10001116383
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On equilibrium asset price processes
He, Hua - In: The review of financial studies 6 (1993) 3, pp. 593-617
Persistent link: https://www.econbiz.de/10001159892
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Consumption-portfolio policies : an inverse optimal problem
He, Hua - In: Journal of economic theory 62 (1994) 2, pp. 257-293
Persistent link: https://www.econbiz.de/10001164068
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Consumption and portfolio policies with incomplete markets and short-sale constraints : the infinite dimensional case
He, Hua - In: Journal of economic theory 54 (1991) 2, pp. 259-304
Persistent link: https://www.econbiz.de/10001108808
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Market frictions and consumption-based asset pricing
He, Hua - In: Journal of political economy 103 (1995) 1, pp. 94-117
Persistent link: https://www.econbiz.de/10001176411
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Dynamic trading policies with price impact
He, Hua; Mamaysky, Harry - In: Journal of economic dynamics & control 29 (2005) 5, pp. 891-930
Persistent link: https://www.econbiz.de/10002818092
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Optimal dynamic trading strategies with risk limits
Cuoco, Domenico; He, Hua; Issaenko, Sergei - 2001
Persistent link: https://www.econbiz.de/10001743357
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Optimal investment strategy for DC pension schemes under partial information
Ban, Manli; He, Hua; Liang, Xiaoqing - In: Risks : open access journal 10 (2022) 11, pp. 1-20
We consider a defined-contribution (DC)-pension-fund-management problem under partial information. The fund manager is allowed to invest the wealth from the fund account into a financial market consisting of a risk-free account, a stock and a rolling bond. The aim of the fund manager is to...
Persistent link: https://www.econbiz.de/10014226044