Dashan Huang

Available identifiers

zbMath Open huang.dashanMaRDI QIDQ844599

List of research outcomes

Publication	Date of Publication	Type
Are bond returns predictable with real-time macro data?	2023-11-17	Paper
Robust portfolios: contributions from operations research and finance	2010-09-20	Paper
Index-exciting CAViaR: a new empirical time-varying risk model	2010-07-02	Paper
Portfolio selection with uncertain exit time: a robust CVaR approach	2010-01-19	Paper
Portfolio selection under distributional uncertainty: a relative robust CVaR approach	2009-12-07	Paper
Robust portfolio selection with uncertain exit time using worst-case VaR strategy	2008-01-11	Paper
An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve	2006-12-07	Paper

Research outcomes over time

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