Jun He
Post
Research
Note
Data
Bergen
🌞
Pedro Santa-Clara
← Papers reviewed on this blog
[2008 RFS]
两棵树的寓言:当「i.i.d. 收益」撞上「卖不掉的股票」
Two Trees
Jun 2026
[2005 RFS]
把「天书」一样的动态组合,交给一台会做回归的模拟器
A Simulation Approach to Dynamic Portfolio Choice with an Application to Learning About Return Predictability
Jun 2026
[2002 JFE]
写不出来的似然函数,就让它自己「跑」一遍
Simulated Likelihood Estimation of Diffusions with an Application to Exchange Rate Dynamics in Incomplete Markets
Jun 2026
[2001 JFE]
扔掉十亿美元:当你用错了一把尺子去决定『何时行权』
Throwing Away a Billion Dollars: The Cost of Suboptimal Exercise Strategies in the Swaptions Market
Jun 2026