Dashan Huang - Concepedia

Author

Dashan Huang

Singapore Management University ORCID

Also Known As

Da-Shan Huang, Dashan Huang, Fuwei Jiang, Guofu Zhou, Huang, Dashan, Jiaen Li, Jiexun Wang

Publications

2.7K

Citations

H-Index

Concepts

All Affiliations

Singapore Management University Washington University in St. Louis Yale University Kyoto University Central University of Finance and Economics

About

Dashan Huang is an author at Singapore Management University specializing in finance, asset pricing, and engineering.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	10	10	561
2	Business	9	9	667
3	Management	5	5	499
4	Health Sciences	1	1	34
5	Accounting	1	1	21

Dashan Huang

Publications

2.5K

Citations

H-Index

Page 1

	Year	Citations
Investor Sentiment Aligned: A Powerful Predictor of Stock Returns Dashan Huang, Fuwei Jiang, Jun Tu, Review of Financial Studies	2014	1.1K
Robust portfolios: contributions from operations research and finance Frank J. Fabozzi, Dashan Huang, Guofu Zhou Annals of Operations Research Portfolio OptimizationManagementBusinessRobust PortfoliosPortfolio Management	2009	247
Scaled PCA: A New Approach to Dimension Reduction Dashan Huang, Fuwei Jiang, Kunpeng Li, Management Science Forecasting MethodologyBusiness ForecastingEngineeringMachine LearningData Science	2021	227
Portfolio selection under distributional uncertainty: A relative robust CVaR approach Dashan Huang, Shushang Zhu, Frank J. Fabozzi, European Journal of Operational Research Portfolio OptimizationAsset PricingUncertainty QuantificationPortfolio SelectionManagement	2009	120
Time series momentum: Is it there? Dashan Huang, Jiangyuan Li, Liyao Wang, Journal of Financial Economics ForecastingTime Series MomentumTime Series EconometricsHigh-frequency Financial EconometricsNonlinear Time Series	2019	119
Are disagreements agreeable? Evidence from information aggregation Dashan Huang, Jiangyuan Li, Liyao Wang Journal of Financial Economics NegotiationJudgement AggregationInformation ManagementCommunicationInformation Quality	2021	100
Expected return, volume, and mispricing Yufeng Han, Dashan Huang, Dayong Huang, Journal of Financial Economics Empirical FinanceExpectation FormationFinancial EconomicsAsset PricingBusiness	2021	97
Portfolio selection with uncertain exit time: A robust CVaR approach Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Journal of Economic Dynamics and Control Mathematical ProgrammingPortfolio OptimizationEngineeringAsset PricingUncertainty Quantification	2007	82
CAViaR-based forecast for oil price risk Dashan Huang, Baimin Yu, Frank J. Fabozzi, Energy Economics Forecasting MethodologyEconomic ForecastingEngineeringAsset PricingProbabilistic Forecasting	2009	48
Upper Bounds on Return Predictability Dashan Huang, Guofu Zhou Journal of Financial and Quantitative Analysis Empirical FinanceEngineeringComputational ComplexityR 2Theoretical Upper Bounds	2017	48

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