Dashan Huang

Investor Sentiment Aligned: A Powerful Predictor of Stock Returns

Dashan Huang, Fuwei Jiang, Jun Tu et al. · Review of Financial Studies · 2014 · 1.1K citations

Robust portfolios: contributions from operations research and finance

Frank J. Fabozzi, Dashan Huang, Guofu Zhou · Annals of Operations Research · 2009 · 247 citations

Portfolio Optimization, Management, Business +6

Scaled PCA: A New Approach to Dimension Reduction

Dashan Huang, Fuwei Jiang, Kunpeng Li et al. · Management Science · 2021 · 227 citations

Forecasting Methodology, Business Forecasting, Engineering +13

Portfolio selection under distributional uncertainty: A relative robust CVaR approach

Dashan Huang, Shushang Zhu, Frank J. Fabozzi et al. · European Journal of Operational Research · 2009 · 120 citations

Portfolio Optimization, Asset Pricing, Uncertainty Quantification +8

Time series momentum: Is it there?

Dashan Huang, Jiangyuan Li, Liyao Wang et al. · Journal of Financial Economics · 2019 · 119 citations

Forecasting, Time Series Momentum, Time Series Econometrics +2