Concepedia

Chi-fu Huang

CH

Statistics

Publications

31

Citations

5.3K

H-Index

26

Active since

1985

Affiliations

Massachusetts Institute of Technology(Current)

Stanford University

National Yang Ming Chiao Tung University

University of California, Los Angeles

Chung Shan Medical University

Chi-fu Huang is an author at Massachusetts Institute of Technology specializing in economics, financial economics, and social sciences.

Publications per year

1985–2023

31

Publications

31

Optimal consumption and portfolio policies when asset prices follow a diffusion process

John C. Cox, Chi-fu Huang · Journal of Economic Theory · 1989 · 1.7K citations

, , +17

Foundations for Financial Economics.

Gregory Connor, Chi-fu Huang, Robert H. Litzenberger · The Journal of Finance · 1989 · 870 citations

, , +17

Implementing Arrow-Debreu Equilibria by Continuous Trading of Few Long-Lived Securities

Darrell Duffie, Chi-fu Huang · Econometrica · 1985 · 311 citations

, , +10

A variational problem arising in financial economics

John C. Cox, Chi-fu Huang · Journal of Mathematical Economics · 1991 · 239 citations

, , +14

Optimal Consumption and Portfolio Policies with an Infinite Horizon: Existence and Convergence

Chi-fu Huang, Henri Pagès · The Annals of Applied Probability · 1992 · 234 citations · Full text

, , +17

1–5 of 31