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教授简介
何华博士曾经是野村国际(香港)有限公司董事总经理,中国区股票业务主管及亚洲债券研究部主管。2010年5月之前,他曾任亚洲地区股票研究部的主管。
在2008年加入野村国际之前,何华博士在雷曼兄弟公司工作了八年,并于2001年至2008年担任亚太地区固定收益研究主管,2005年至2008年担任亚太地区股票研究部主管。何华博士获得了加州大学伯克利分校和耶鲁大学的金融学终身教职。
何华博士是美国麻省理工大学金融学博士。
学术成就
- Batterymarch Fellowship, 1992-1993
- Alfred P. Sloan Research Fellowship (Economics), 1993-1995
- Best Paper Award (First Prize), Mathematical Finance, Volume 1, 1991
- Visiting Lectureship from the Royal Economic Society (UK), 1993-1994
主要学术成果
- "A Variable Reduction Technique for Average-Rate Options", joint with Akihiko Takahashi, International Review of Financial Studies, Volume 1, Number 2, pp123-142, 2000
- "Double Lookbacks", joint with William Keirstead and Joachim Rebholz, Mathematical Finance, Volume 8, Number 3, pp201-228, 1998
- "Differential Information and Dynamic Behavior of Stock Trading Volume", joint with Jiang Wang, Review of Financial Studies, Volume 8, Number 4, pp919–972, 1995
- "Market Frictions and Consumption-Based Capital Asset Pricing"”, with Modest, D., Journal of Political Economy, vol. 103, 1995.
- "Consumption-Portfolio Policies: An Inverse Optimal Problem", with Huang, C., Journal of Economic Theory, vol. 62, 1994.
- "Labor Income, Borrowing Constraints, and Equilibrium Asset Prices", with Pages, H., Economic Theory, vol. 3, 1993.
- "On Equilibrium Asset Price Processes", with Leland, H., Review of Financial Studies, vol. 6, 1993.
- "Investments in Flexible Production Capacity", with Pindyck, R., Journal of Economics Dynamics and Control, vol. 16, July 1992.
- "Consumption and Portfolio Policies with Incomplete Markets and Short-sale Constraints: The Infinite Dimensional Case", with Pearson, N., Journal of Economic Theory, vol. 54(2), 1991.
- "Optimal Consumption and Portfolio Policies: a Convergence from Discrete- to Continuous-time Models", Journal of Economic Theory, vol. 55(2), 1991.
- "Convergence from Discrete- to Continuous-Time Contingent Claims Prices", Review of Financial. Studies, Volume 3, Number 4, pp523–546, 1990.
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