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Hengjie Ai, Assistant Professor of Finance
Publication |
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" Information about Long-Run Risk: Asset Pricing Implications, " forthcoming, The Journal of Finance. |
Working Papers |
| " Growth to Value: Option Exercise and the Cross-Section of Equity Returns, " August, 2009, with Dana Kiku. |
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" Smooth
Non-Expected Utility without State Independence, " working
Paper 637, Federal Reserve Bank of |
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" Limited Enforcement, Private Information, and Risk Sharing, ", August 2007, with Fang Yang. |
Work in Progress |
| "Intangible Capital and the Value Premium " coming soon. |
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"Asset Pricing with Intangible Capital: A Quantitative Exploration ", with Mariano Massimiliano Croce and Kai Li, coming soon. |
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Duke University |
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