Chi-fu Huang
#19,409
Most Influential Person Now
American economist
Chi-fu Huang's AcademicInfluence.com Rankings
Chi-fu Huangeconomics Degrees
Economics
#616
World Rank
#751
Historical Rank
#357
USA Rank
Monetary Economics
#169
World Rank
#180
Historical Rank
#49
USA Rank
Macroeconomics
#491
World Rank
#523
Historical Rank
#138
USA Rank
Download Badge
Economics
Chi-fu Huang's Degrees
- PhD Economics University of California, Berkeley
- Masters Economics University of California, Berkeley
- Bachelors Economics National Taiwan University
Similar Degrees You Can Earn
Why Is Chi-fu Huang Influential?
(Suggest an Edit or Addition)According to Wikipedia, Chi-fu Huang is a private investor, a retired hedge fund manager, and a former finance academic. He has made contributions to the theory of financial economics, writing on dynamic general equilibrium theory, intertemporal utility theory, and the theory of individual consumption and portfolio decisions.
Chi-fu Huang's Published Works
Published Works
- Optimal consumption and portfolio policies when asset prices follow a diffusion process (1989) (1550)
- Foundations for financial economics (1988) (596)
- A variational problem arising in financial economics (1991) (267)
- Auctions with resale markets : an exploratory model of treasury bill markets (1989) (184)
- An Intertemporal General Equilibrium Asset Pricing Model: The Case of Diffusion Information (1987) (146)
- The economics of Treasury securities markets (2011) (61)
- On Intertemporal Preferences in Continuous Time: The Case of Certainty (2015) (39)
- Nonnegative Wealth, Absence of Arbitrage, and Feasible Consumption Plans (2015) (35)
- Turnpike behavior of long-term investments (1999) (34)
- Optimal Consumption and Portfolio Rules: With Durability and Local Substitution (2015) (30)
- A continuous-time portfolio turnpike theorem (1992) (30)
- On Intertemporal Preferences for Uncertain Consumption: A Continuous Time Approach (2015) (28)
- Continuous Time Stopping Games with Monotone Reward Structures (2017) (24)
- Option pricing theory and its applications (1987) (23)
- Optimal Consumption and Portfolio Policies With an Infinite Horizon: Existence and Convergence (2015) (23)
- Multiperiod Securities Markets, With Differential Information: Martingales and Resolution Times (2015) (22)
- Information Structure and Equilibrium Asset Prices (2015) (17)
- On the Necessary Condition for Linear Sharing and Separation: A Note (1985) (15)
- Optimal Consumption and Portfolio Rules With Durability and Habit Formation (2015) (15)
- Numerical Analysis of a Free-Boundary Singular Control Problem in Financial Economics (2015) (15)
- Consumption-Portfolio Policies: An Inverse Optimal Problem (2015) (15)
- Information Structures and Viable Price Systems (2015) (11)
- Option pricing in a lognormal securities market with discrete trading: A comment (1983) (6)
- On Intertemporal Preferences with a Continuous Time Dimension II: The Case of Uncertainty (2011) (3)
- Towards a Semigroup Pricing Theory: Discussion (1985) (3)
- Continuous Time Stopping Games (2015) (2)
- A Theory of Continuous Trading When Lumpiness of Consumption Is Allowed (2015) (2)
- Contingent Securities Valuation in Continuous Time (1994) (2)
- Auctions With Resale Markets: A Model of Treasury Bill Auctions (2019) (2)
- Continuous-time Stochastic Processes (1989) (1)
- A Verification Theorem in General Equilibrium Model of Asset Prices (1996) (1)
- A note on the necessary condition for linear sharing and separation (2011) (1)
- Entry and Exit: Subgame Perfect Equilibria in Continuous-time Stopping Games (2015) (1)
- Essays of financial economics (2008) (1)
- A Rational Anticipations General Equilibrium Asset Pricing Model: The Case of Diffusion Information (2015) (0)
- Dynamic Portfolio Theory and the Intertemporal Capital Asset Pricing Model (1995) (0)
- WITH DURABILITY AND LOCAL SUBSTITUTION (1993) (0)
- Prices in Financial Markets. (1991) (0)
- Hd28 .m414 -n Working Paper Alfred P. Sloan School of Management a Continuous Time Formation Entry and Exit: * a Continuous Time Formation Entry and Exit: a Continuous Time Formulation* (2008) (0)
- Optimal Consumption With Intertemporal Substitution I: The Case of Certainty (2015) (0)
- An Overview of Modern Financial Economics (2015) (0)
- Optimal Consumption and Portfolio Rules With Local Substitution (2015) (0)
- ^/?p.^:1^ Working Paper Alfred P. Sloan School of Management Information Structure and Equilibril'm Asset Prices' Information Structure and Equilibrium Asset Prices I Would like to Thank Information Structure and Asset Prices (0)
This paper list is powered by the following services:
Other Resources About Chi-fu Huang
What Schools Are Affiliated With Chi-fu Huang?
Chi-fu Huang is affiliated with the following schools: