Dashan Huang
Cited by
Cited by
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
Robust portfolios: contributions from operations research and finance
FJ Fabozzi, D Huang, G Zhou
Annals of operations research 176 (1), 191-220, 2010
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
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
Time series momentum: Is it there?
D Huang, J Li, L Wang, G Zhou
Journal of Financial Economics 135 (3), 774-794, 2020
CAViaR-based forecast for oil price risk
D Huang, B Yu, FJ Fabozzi, M Fukushima
Energy Economics 31 (4), 511-518, 2009
Upper bounds on return predictability
D Huang, G Zhou
Journal of Financial and Quantitative Analysis 52 (2), 401-425, 2017
Scaled PCA: A new approach to dimension reduction
D Huang, F Jiang, K Li, G Tong, G Zhou
Management Science 68 (3), 1678-1695, 2022
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
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
Different strokes: Return predictability across stocks and bonds with machine learning and big data
TG Bali, A Goyal, D Huang, F Jiang, Q Wen
Georgetown McDonough School of Business Research Paper, 20-110, 2020
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
Shrinking factor dimension: A reduced-rank approach
A He, D Huang, J Li, G Zhou
Available at SSRN 3205697, 2019
Extreme var and its empirical analysis of shenzhen stock index
H Dashan, L Mingjun, L Zudi
Management Review, 2005
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
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
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
Are disagreements agreeable? Evidence from information aggregation
D Huang, J Li, L Wang
Journal of Financial Economics 141 (1), 83-101, 2021
Sentiment across asset markets
D Huang, H Lehkonen, K Pukthuanthong, G Zhou
Available at SSRN 3185140, 2018
Twin Momentum: Fundamental Trends Matter
D Huang, H Zhang, G Zhou
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