Dashan Huang
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Are bond returns predictable with real-time macro data? Journal of Econometrics | 2023-11-17 | Paper |
| Robust portfolios: contributions from operations research and finance Annals of Operations Research | 2010-09-20 | Paper |
| Index-exciting CAViaR: a new empirical time-varying risk model Studies in Nonlinear Dynamics & Econometrics | 2010-07-02 | Paper |
| Portfolio selection with uncertain exit time: a robust CVaR approach Journal of Economic Dynamics and Control | 2010-01-19 | Paper |
| Portfolio selection under distributional uncertainty: a relative robust CVaR approach European Journal of Operational Research | 2009-12-07 | Paper |
| Robust portfolio selection with uncertain exit time using worst-case VaR strategy Operations Research Letters | 2008-01-11 | Paper |
| An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve European Journal of Operational Research | 2006-12-07 | Paper |
Research outcomes over time
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