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何华

HE Hua

美国麻省理工大学金融学博士
长江商学院金融实践教授

Email:
hhe@ckgsb.edu.cn

下载个人简历

教授简介:

何华博士,长江商学院金融实践教授,上海九鞅投资管理合伙企业创始人。

 

在创始九鞅之前,他曾在香港卡普拉投资管理公司亚洲地区担任董事长,并曾并担任中国国际金融有限公司资本市场业务委员会执行主席。在这之前,他是野村国际(香港)有限公司董事总经理,曾经担任中国区股票业务主管、亚洲地区债券研究部主管,及亚洲地区股票研究部主管。在野村国际并购雷曼之前,何华博士曾在雷曼兄弟公司日本和香港的总部工作了八年,任亚洲地区固定收益和股票研究部的主管。早期,何华博士还曾在所罗门兄弟公司和CAM对冲基金任高层职位。

 

何华博士毕业于美国麻省理工大学,拥有金融学博士学位;并曾是加州大学伯克利分校和耶鲁大学的金融学终身教授。

学术成就

  • Alfred P. Sloan Research Fellowship (Economics), 1993-1995
  • Batterymarch Fellowship, 1992-1993
  • Best Paper Award (First Prize) for “Consumption and Portfolio Policies with Incomplete Markets and Short-sale Constraints: The Finite Dimensional Case”, Mathematical Finance, Volume 1, 1991.
  • Visiting Lectureship from the Royal Economic Society (UK), 1993-1994

主要学术成果

Academic Papers

  1. “Optimal Dynamic Trading Strategies with Risk Limits”, joint with Domenico Cuoco and Sergei Isaenko, Operations Research, Volume 56, Number 2, pp358-368, 2008
  2. “Dynamic Trading Policies with Price Impact”, joint with Harry Mamaysky, Journal of Economic Dynamics & Control, Volume 29, pp891-930, 2005
  3. “Dynamic Aggregation and Computation of Equilibria in Finite-Dimensional Economies with Incomplete Financial Markets”, joint with Domenico Cuoco, Annals of Economics and Finance, Volume 2, pp265-296, 2001
  4. “A Variable Reduction Technique for Average-Rate Options”, joint with Akihiko Takahashi, International Review of Finance, Volume 1, Number 2, pp123-142, 2000
  5. “Double Lookbacks”, joint with William Keirstead and Joachim Rebholz, Mathematical Finance, Volume 8, Number 3, pp201-228, 1998
  6. “Differential Information and Dynamic Behavior of Stock Trading Volume”, joint with Jiang Wang, Review of Financial Studies, Volume 8, Number 4, pp919–972, 1995
  7. “Market Frictions and Consumption-Based Capital Asset Pricing”, joint with David Modest, Journal of Political Economy, Volume 103, pp94–117, 1995.
  8. “Consumption-Portfolio Policies: An Inverse Optimal Problem”, joint with Chi-fu Huang, Journal of Economic Theory, Volume 62, No 2., pp257-293, 1994
  9. “Labor Income, Borrowing Constraints, and Equilibrium Asset Prices”, joint with Henri Pag´es, Economic Theory, Volume 3, pp663-696, 1993.
  10. “On Equilibrium Asset Price Processes”, joint with Hayne Leland, Review of Financial Studies, Volume 6, pp593-617, 1993.
  11. “Investments in Flexible Production Capacity”, joint with Robert Pindyck, Journal of Economic Dynamics and Control, Volume 16, pp575–599, July, 1992.
  12. “Consumption and Portfolio Policies with Incomplete Markets and Short-sale Constraints: The Infinite Dimensional Case”, joint with Neil Pearson, Journal of Economic Theory, Volume 54, Number 2, pp259–304, 1991.
  13. “Consumption and Portfolio Policies with Incomplete Markets and Short-sale Constraints: The Finite Dimensional Case”, joint with Neil Pearson, Mathematical Finance, Volume 1, Number 3, pp1–10, 1991.
  14. “Optimal Consumption and Portfolio Policies: a Convergence from Discrete- to Continuous-Time Models”, Journal of Economic Theory, Volume 55, Number 2, pp340–363, 1991.
  15. “Convergence from Discrete- to Continuous-Time Contingent Claims Prices”, Review of Financial Studies, Volume 3, Number 4, pp523–546, 1990.