Robust portfolios: contributions from operations research and finance
Fabozzi, Frank J., Huang, Dashan, Zhou, Guofu
Published in Annals of operations research (01.04.2010)
Published in Annals of operations research (01.04.2010)
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Journal Article
Portfolio selection under distributional uncertainty: A relative robust CVaR approach
Huang, Dashan, Zhu, Shushang, Fabozzi, Frank J., Fukushima, Masao
Published in European journal of operational research (16.05.2010)
Published in European journal of operational research (16.05.2010)
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Journal Article
CAViaR-based forecast for oil price risk
Huang, Dashan, Yu, Baimin, Fabozzi, Frank J., Fukushima, Masao
Published in Energy economics (01.07.2009)
Published in Energy economics (01.07.2009)
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Journal Article
Robust portfolio selection with uncertain exit time using worst-case VaR strategy
Huang, Dashan, Fabozzi, Frank J., Fukushima, Masao
Published in Operations research letters (01.09.2007)
Published in Operations research letters (01.09.2007)
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Journal Article
Time series momentum: Is it there?
Huang, Dashan, Li, Jiangyuan, Wang, Liyao, Zhou, Guofu
Published in Journal of financial economics (01.03.2020)
Published in Journal of financial economics (01.03.2020)
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Journal Article
Expected return, volume, and mispricing
Han, Yufeng, Huang, Dashan, Huang, Dayong, Zhou, Guofu
Published in Journal of financial economics (01.03.2022)
Published in Journal of financial economics (01.03.2022)
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Journal Article
Are bond returns predictable with real-time macro data?
Huang, Dashan, Jiang, Fuwei, Li, Kunpeng, Tong, Guoshi, Zhou, Guofu
Published in Journal of econometrics (01.12.2023)
Published in Journal of econometrics (01.12.2023)
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Journal Article
Gait optimization of step climbing for a hexapod robot
Song, Xingguo, Zhang, Xiaolong, Meng, Xiangyin, Chen, Chunjun, Huang, Dashan
Published in Journal of field robotics (01.01.2022)
Published in Journal of field robotics (01.01.2022)
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Journal Article
Presidential economic approval rating and the cross-section of stock returns
Chen, Zilin, Da, Zhi, Huang, Dashan, Wang, Liyao
Published in Journal of financial economics (01.01.2023)
Published in Journal of financial economics (01.01.2023)
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Journal Article
Assessment of vehicle comprehensive maintenance capability based on RBF neural network
Huang, Dashan, Hu, Yiming, jiang, Wentao
Published in Journal of physics. Conference series (01.03.2021)
Published in Journal of physics. Conference series (01.03.2021)
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Journal Article
What difference do new factor models make in portfolio allocation?
Fabozzi, Frank J., Huang, Dashan, Jiang, Fuwei, Wang, Jiexun
Published in Journal of international money and finance (01.02.2024)
Published in Journal of international money and finance (01.02.2024)
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Journal Article
Performance of Active Control and Energy Harvesting of a Novel Suspension System
Huang, Dashan, Zhang, Jinqiu, Liu, Yile
Published in IOP conference series. Materials Science and Engineering (01.03.2020)
Published in IOP conference series. Materials Science and Engineering (01.03.2020)
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Journal Article
The Application of Improved Genetic Algorithm on Weapon-Target Assignment
Xu Kehu, Huang Dashan, Wang Tianzhao
Published in 2012 4th International Conference on Intelligent Human-Machine Systems and Cybernetics (01.08.2012)
Published in 2012 4th International Conference on Intelligent Human-Machine Systems and Cybernetics (01.08.2012)
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Conference Proceeding
Portfolio selection with uncertain exit time: A robust CVaR approach
Huang, Dashan, Zhu, Shu-Shang, Fabozzi, Frank J., Fukushima, Masao
Published in Journal of economic dynamics & control (01.02.2008)
Published in Journal of economic dynamics & control (01.02.2008)
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Journal Article
Portfolio revision under mean-variance and mean-CVaR with transaction costs
Chen, Andrew H., Fabozzi, Frank J., Huang, Dashan
Published in Review of quantitative finance and accounting (01.11.2012)
Published in Review of quantitative finance and accounting (01.11.2012)
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Journal Article