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Hengjie Ai


This is information that was supplied by Hengjie Ai in registering through RePEc. If you are Hengjie Ai , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Hengjie
Middle Name:
Last Name: Ai

RePEc Short-ID: pai13

Email: [This author has chosen not to make the email address public]
Postal Address: 3-127 Carlson School of Management 321-19th Ave South Minneapolis, MN, 55455


Carlson School of Management
University of Minnesota
Location: Minneapolis, Minnesota (United States)
Postal: 321 19th Avenue South, Minneapolis, MN 55455
Handle: RePEc:edi:csumnus (more details at EDIRC)


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Working papers

  1. Hengjie Ai & Rui Li, 2012. "Moral hazard, investment, and firm dynamics," CQER Working Paper, Federal Reserve Bank of Atlanta 2012-01, Federal Reserve Bank of Atlanta.
  2. Mariano Croce & Kai Li & Hengjie Ai, 2010. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," 2010 Meeting Papers, Society for Economic Dynamics 663, Society for Economic Dynamics.
  3. Hengjie Ai & Dana Kiku, 2008. "A Model of Cross-Section of Equity Returns and Firm Dynamics," 2008 Meeting Papers 1030, Society for Economic Dynamics.
  4. Hengjie Ai, 2005. "Smooth nonexpected utility without state independence," Working Papers, Federal Reserve Bank of Minneapolis 637, Federal Reserve Bank of Minneapolis.
  5. Hengjie Ai, 2004. "A Theory of Risk Aversion without the Independence Axiom," Econometric Society 2004 North American Summer Meetings, Econometric Society 578, Econometric Society.


  1. Ai, Hengjie & Kiku, Dana, 2013. "Growth to value: Option exercise and the cross section of equity returns," Journal of Financial Economics, Elsevier, Elsevier, vol. 107(2), pages 325-349.
  2. Hengjie Ai & Mariano Massimiliano Croce & Kai Li, 2013. "Toward a Quantitative General Equilibrium Asset Pricing Model with Intangible Capital," Review of Financial Studies, Society for Financial Studies, Society for Financial Studies, vol. 26(2), pages 491-530.
  3. Hengjie Ai, 2010. "Information Quality and Long-Run Risk: Asset Pricing Implications," Journal of Finance, American Finance Association, American Finance Association, vol. 65(4), pages 1333-1367, 08.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2012-05-15. Author is listed
  2. NEP-CTA: Contract Theory & Applications (1) 2012-05-15. Author is listed
  3. NEP-DGE: Dynamic General Equilibrium (1) 2012-05-15. Author is listed
  4. NEP-MIC: Microeconomics (1) 2004-08-16. Author is listed


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