Zhanhui Chen

6 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-2766-271X

Department of Finance, School of Business and Management, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Hong Kong SAR, China

Publications

• Managing Weather Risk with a Neural Network-Based Index Insurance — Management Science 2024
• Inferring Stock Duration Around FOMC Surprises: Estimates and Implications — Journal of Financial and Quantitative Analysis 2022
• Risk Aversion Sensitive Real Business Cycles — Management Science 2021
• In search of preference shock risks: Evidence from longevity risks and momentum profits — Journal of Financial Economics 2019
• Time-to-produce, inventory, and asset prices — Journal of Financial Economics 2016
• Does Idiosyncratic Volatility Proxy for Risk Exposure? — The Review of Financial Studies 2012