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何华  HE Hua
 
长江商学院
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
  1. "A Variable Reduction Technique for Average-Rate Options", joint with Akihiko Takahashi, International Review of Financial Studies, Volume 1, Number 2, pp123-142, 2000
  2. "Double Lookbacks", joint with William Keirstead and Joachim Rebholz, Mathematical Finance, Volume 8, Number 3, pp201-228, 1998
  3. "Differential Information and Dynamic Behavior of Stock Trading Volume", joint with Jiang Wang, Review of Financial Studies, Volume 8, Number 4, pp919–972, 1995
  4. "Market Frictions and Consumption-Based Capital Asset Pricing"”, with Modest, D., Journal of Political Economy, vol. 103, 1995.
  5. "Consumption-Portfolio Policies: An Inverse Optimal Problem", with Huang, C., Journal of Economic Theory, vol. 62, 1994.
  6. "Labor Income, Borrowing Constraints, and Equilibrium Asset Prices", with Pages, H., Economic Theory, vol. 3, 1993.
  7. "On Equilibrium Asset Price Processes", with Leland, H., Review of Financial Studies, vol. 6, 1993.
  8. "Investments in Flexible Production Capacity", with Pindyck, R., Journal of Economics Dynamics and Control, vol. 16, July 1992.
  9. "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.
  10. "Optimal Consumption and Portfolio Policies: a Convergence from Discrete- to Continuous-time Models", Journal of Economic Theory, vol. 55(2), 1991.
  11. "Convergence from Discrete- to Continuous-Time Contingent Claims Prices", Review of Financial. Studies, Volume 3, Number 4, pp523–546, 1990.
 
 
 
 
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