Hui Chen

Hui Chen

MIT Sloan School of Management
5 Cambridge Center, NE25-730
Cambridge, MA 02142
Tel: (617) 324 3896
Fax: (617) 258 6855

huichen@mit.edu

CV (PDF)

Research Interest

Asset Pricing, and its Connections with Corporate Finance; Macroeconomics; Credit Risk; Risk Management


Working Papers

  • "A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management"
          with Patrick Bolton and Neng Wang, updated July 2009

  • "Entrepreneurial Finance and Non-diversifiable Risk"
          with Jianjun Miao and Neng Wang, updated July 2009

  • "Generalized Transform Analysis of Affine Processes And Asset Pricing Applications"
          with Scott Joslin, updated June 2009

  • "Dynamic Asset Allocation with Ambiguous Return Predictability"
          with Nengjiu Ju and Jianjun Miao, updated September 2009

  • "Can Information Costs Explain the Equity Premium and Stock Market Participation Puzzles?"
          November 2006


    • Publications

  • "Macroeconomic Conditions and the Puzzles of Credit Spreads and Capital Structure"
    Journal of Finance (forthcoming)

    • Technical Appendix


    Teaching

    Course page for 15.401 Section E & F at Stellar

    Last Updated: 08/2009