Dashan Huang
Title
Cited by
Cited by
Year
Investor sentiment aligned: A powerful predictor of stock returns
D Huang, F Jiang, J Tu, G Zhou
The Review of Financial Studies 28 (3), 791-837, 2015
5062015
Robust portfolios: contributions from operations research and finance
FJ Fabozzi, D Huang, G Zhou
Annals of operations research 176 (1), 191-220, 2010
2542010
Portfolio selection under distributional uncertainty: A relative robust CVaR approach
D Huang, S Zhu, FJ Fabozzi, M Fukushima
European Journal of Operational Research 203 (1), 185-194, 2010
1272010
Portfolio selection with uncertain exit time: a robust CVaR approach
D Huang, SS Zhu, FJ Fabozzi, M Fukushima
Journal of Economic Dynamics and Control 32 (2), 594-623, 2008
99*2008
CAViaR-based forecast for oil price risk
D Huang, B Yu, FJ Fabozzi, M Fukushima
Energy Economics 31 (4), 511-518, 2009
502009
Time series momentum: Is it there?
D Huang, J Li, L Wang, G Zhou
Journal of Financial Economics 135 (3), 774-794, 2020
482020
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
D Huang, FJ Fabozzi, M Fukushima
Operations Research Letters 35 (5), 627-635, 2007
352007
Extreme VaR and its Empirical Analysis of Shenzhen Stock Index [J]
H Dashan, L Mingjun, L Zudi
Management Review 6, 2005
33*2005
Upper bounds on return predictability
D Huang, G Zhou
Journal of Financial and Quantitative Analysis 52 (2), 401-425, 2017
31*2017
Forecasting stock returns in good and bad times: The role of market states
D Huang, F Jiang, J Tu, G Zhou
27th Australasian Finance and Banking Conference, 2014
28*2014
Portfolio revision under mean-variance and mean-CVaR with transaction costs
AH Chen, FJ Fabozzi, D Huang
Review of Quantitative Finance and Accounting 39 (4), 509-526, 2012
212012
Index-Exciting CAViaR: a new empirical time-varying risk model
D Huang, B Yu, Z Lu, FJ Fabozzi, S Focardi, M Fukushima
Studies in Nonlinear Dynamics & Econometrics 14 (2), 2010
202010
Shrinking factor dimension: A reduced-rank approach
A He, D Huang, J Li, G Zhou
Available at SSRN 3205697, 2019
182019
Models for portfolio revision with transaction costs in the mean–variance framework
AH Chen, FJ Fabozzi, D Huang
Handbook of portfolio construction, 133-151, 2010
172010
Sentiment across asset markets
D Huang, H Lehkonen, K Pukthuanthong, G Zhou
Available at SSRN 3185140, 2018
102018
Optimal corporate strategy under uncertainty
AH Chen, FJ Fabozzi, D Huang
Applied Economics 45 (20), 2877-2882, 2013
102013
Are Bond Returns Predictable with Real-Time Macro Data?
D Huang, F Jiang, K Li, G Tong, G Zhou
Asian Finance Association (AsianFA) 2018 Conference, 2020
9*2020
An Economic Specification Test of Asset Pricing Models with A Large Number of Assets
A He, D Huang, G Zhou
Available at SSRN 3143752, 2020
9*2020
Twin Momentum: Fundamental Trends Matter
D Huang, H Zhang, G Zhou
9*2018
Cost behavior and stock returns
D Huang, F Jiang, J Tu, G Zhou
Asian Finance Association (AsianFA) 2015 Conference Paper, 2017
9*2017
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Articles 1–20