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1

Time series momentum: Is it there?

Huang, Dashan, Li, Jiangyuan, Wang, Liyao, Zhou, Guofu

Journal:

Journal of Financial Economics

Year:

2019

Language:

english

File:

PDF, 3.79 MB

english, 2019

2

Enhancing Design Management by Partnering in Delivery of International EPC Projects: Evidence from Chinese Construction Companies

Wang, Tengfei, Tang, Wenzhe, Qi, Dashan, Shen, Wenxin, Huang, Min

Journal:

Journal of Construction Engineering and Management

Year:

2015

Language:

english

File:

PDF, 235 KB

english, 2015

3

Hörmander-type theorems on unimodular multipliers and applications to modulation spaces

Huang, Qiang, Chen, Jiecheng, Fan, Dashan, Zhu, Xiangrong

Journal:

Banach Journal of Mathematical Analysis

Year:

2017

Language:

english

File:

PDF, 486 KB

english, 2017

4

Twin Momentum

Huang, Dashan, Zhang, Huacheng, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2017

Language:

english

File:

PDF, 540 KB

english, 2017

5

CAViaR-based forecast for oil price risk

Dashan Huang, Baimin Yu, Frank J. Fabozzi, Masao Fukushima

Journal:

Energy Economics

Year:

2009

Language:

english

File:

PDF, 785 KB

english, 2009

6

Portfolio revision under mean-variance and mean-CVaR with transaction costs

Andrew H. Chen, Frank J. Fabozzi, Dashan Huang

Journal:

Review of Quantitative Finance and Accounting

Year:

2012

Language:

english

File:

PDF, 484 KB

english, 2012

7

Upper Bounds on Return Predictability

Huang, Dashan, Zhou, Guofu

Journal:

Journal of Financial and Quantitative Analysis

Year:

2017

Language:

english

File:

PDF, 367 KB

english, 2017

8

Time-Series Momentum: Is it There?

Huang, Dashan, Li, Jiangyuan, Wang, Liyao, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 1.40 MB

english, 2018

9

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

Dashan Huang, Yoshitaka Kai, Frank J. Fabozzi, Masao Fukushima

Journal:

European Journal of Operational Research

Year:

2007

Language:

english

File:

PDF, 347 KB

english, 2007

10

Robust portfolio selection with uncertain exit time using worst-case VaR strategy

Dashan Huang, Frank J. Fabozzi, Masao Fukushima

Journal:

Operations Research Letters

Year:

2007

Language:

english

File:

PDF, 185 KB

english, 2007

11

Portfolio selection under distributional uncertainty: A relative robust CVaR approach

Dashan Huang, Shushang Zhu, Frank J. Fabozzi, Masao Fukushima

Journal:

European Journal of Operational Research

Year:

2010

Language:

english

File:

PDF, 426 KB

english, 2010

12

Portfolio selection with uncertain exit time: A robust CVaR approach

Dashan Huang, Shu-Shang Zhu, Frank J. Fabozzi, Masao Fukushima

Journal:

Journal of Economic Dynamics and Control

Year:

2008

Language:

english

File:

PDF, 306 KB

english, 2008

13

Optimal corporate strategy under uncertainty

Chen, Andrew H., Fabozzi, Frank J., Huang, Dashan

Journal:

Applied Economics

Year:

2013

Language:

english

File:

PDF, 126 KB

english, 2013

14

Scaled PCA: A New Approach to Dimension Reduction

Huang, Dashan, Jiang, Fuwei, Tong, Guoshi, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2019

Language:

english

File:

PDF, 249 KB

english, 2019

15

Super-resolution fluorescence-assisted diffraction computational tomography reveals the three-dimensional landscape of the cellular organelle interactome

Dong, Dashan, Huang, Xiaoshuai, Li, Liuju, Mao, Heng, Mo, Yanquan, Zhang, Guangyi, Zhang, Zhe, Shen, Jiayu, Liu, Wei, Wu, Zeming, Liu, Guanghui, Liu, Yanmei, Yang, Hong, Gong, Qihuang, Shi, Kebin, Che

Journal:

Light: Science & Applications

Year:

2020

Language:

english

File:

PDF, 3.33 MB

english, 2020

16

[IEEE 2019 IEEE International Conference on Big Data (Big Data) - Los Angeles, CA, USA (2019.12.9-2019.12.12)] 2019 IEEE International Conference on Big Data (Big Data) - Privacy-preserving Heterogeneous Federated Transfer Learning

Gao, Dashan, Liu, Yang, Huang, Anbu, Ju, Ce, Yu, Han, Yang, Qiang

Year:

2019

Language:

english

File:

PDF, 8.18 MB

english, 2019

17

Robust portfolios: contributions from operations research and finance

Frank J. Fabozzi, Dashan Huang, Guofu Zhou

Journal:

Annals of Operations Research

Year:

2010

Language:

english

File:

PDF, 687 KB

english, 2010

18

Drilling characteristics of SiCp/Al composites with electroplated diamond drills

Li Zhou, Shutao Huang, Lifu Xu, Dashan Bai…

Journal:

The International Journal of Advanced Manufacturing Technology

Year:

2013

Language:

english

File:

PDF, 799 KB

english, 2013

19

[IEEE 2012 4th International Conference on Intelligent Human-Machine Systems and Cybernetics (IHMSC) - Nanchang, China (2012.08.26-2012.08.27)] 2012 4th International Conference on Intelligent Human-Machine Systems and Cybernetics - The Application of Improved Genetic Algorithm on Weapon-Target Assignment

Kehu, Xu, Dashan, Huang, Tianzhao, Wang

Year:

2012

Language:

english

File:

PDF, 145 KB

english, 2012

20

Index-Exciting CAViaR: A New Empirical Time-Varying Risk Model

Huang, Dashan, Yu, Baimin, Lu, Zudi, Fabozzi, Frank J., Focardi, Sergio, Fukushima, Masao

Journal:

Studies in Nonlinear Dynamics and Econometrics

Year:

2010

Language:

english

File:

PDF, 381 KB

english, 2010

21

Critical exponent for evolution equations in modulation spaces

Huang, Qiang, Fan, Dashan, Chen, Jiecheng

Journal:

Journal of Mathematical Analysis and Applications

Year:

2016

Language:

english

File:

PDF, 360 KB

english, 2016

22

Improvement to the Huff Curve for Design Storms and Urban Flooding Simulations in Guangzhou, China

Pan, Cuilin, Wang, Xianwei, Liu, Lin, Huang, Huabing, Wang, Dashan

Journal:

Year:

2017

Language:

english

File:

PDF, 4.96 MB

english, 2017

23

Sentiment Across Asset Markets

Huang, Dashan, Lehkonen, Heikki, Pukthuanthong, Kuntara, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 336 KB

english, 2018

24

Shrinking Factor Dimension: A Reduced-Rank Approach

Huang, Dashan, Li, Jiaen, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 227 KB

english, 2018

25

Cost Growth and Stock Returns

Huang, Dashan, Jiang, Fuwei, Tu, Jun, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 246 KB

english, 2014

26

Volume and Return: The Role of Mispricing

Han, Yufeng, Huang, Dashan, Huang, Dayong, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 243 KB

english, 2018

27

Upper Bounds on Return Predictability

Huang, Dashan, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2014

Language:

english

File:

PDF, 216 KB

english, 2014

28

Pricing Error Reversal: A Diagnostic Test of Asset Pricing Models

He, Ai, Huang, Dashan, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 334 KB

english, 2018

29

Real Time Macro Factors in Bond Risk Premium

Huang, Dashan, Jiang, Fuwei, Tong, Guoshi

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 470 KB

english, 2018

30

Economic and Market Conditions: Two State Variables that Predict the Stock Market

Huang, Dashan, Zhou, Guofu

Journal:

SSRN Electronic Journal

Year:

2012

Language:

english

File:

PDF, 290 KB

english, 2012

31

Ru/La2O3 catalyst for ammonia decomposition to hydrogen

Huang, Chuanqing, Yu, Yingzhi, Yang, Jinmei, Yan, Yue, Wang, Dashan, Hu, Feiyang, Wang, Xuewen, Zhang, Rongbin, Feng, Gang

Journal:

Applied Surface Science

Year:

2019

Language:

english

File:

PDF, 3.87 MB

english, 2019

32

Evaluation of TMPA 3B42V7, GPM IMERG and CMPA precipitation estimates in Guangdong Province, China

Wang, Dashan, Wang, Xianwei, Liu, Lin, Wang, Dagang, Huang, Huabing, Pan, Cuilin

Journal:

International Journal of Climatology

Year:

2019

File:

PDF, 11.98 MB

2019

33

Evaluation of TMPA 3B42V7, GPM IMERG and CMPA precipitation estimates in Guangdong Province, China

Wang, Dashan, Wang, Xianwei, Liu, Lin, Wang, Dagang, Huang, Huabing, Pan, Cuilin

Journal:

International Journal of Climatology

Year:

2019

Language:

english

File:

PDF, 11.98 MB

english, 2019

34

The Microstructure and Mechanical Properties of Novel MQ-P-T Processes Proposed to Ductile Iron Casting Ball with Different Composition

Shan, Kuankuan, Huang, Yu, Li, Hongpeng, Dong, Dashan, Jia, Xiaoshuai

Journal:

IOP Conference Series Materials Science and Engineering

Year:

2018

File:

PDF, 1.26 MB

2018

35

Assessing the mitigation effect of deep tunnels on urban flooding: a case study in Guangzhou, China

Huang, Huabing, Zhang, Lin, Liu, Lin, Wang, Xianwei, Wang, Xina, Pan, Cuilin, Wang, Dashan

Journal:

Urban Water Journal

Year:

2019

Language:

english

File:

PDF, 1.52 MB

english, 2019

36

Reaction Mechanisms and Tensile Properties of the Composites Fabricated by Al-B2O3 System

Sun, Xiaodong, Zhu, Heguo, Zhang, Dashan, Li, Chengxin, Li, Jianliang, Huang, Jiewen

Journal:

Journal of Wuhan University of Technology-Mater. Sci. Ed.

Year:

2019

Language:

english

File:

PDF, 1.08 MB

english, 2019

37

Huagan tongluo Fang improves liver fibrosis via down-regulating miR-184 and up-regulating FOXO1 to inhibit Th17 cell differentiation

Xuan, Ji, Huang, Ang, Hu, Dashan, Geng, Jiabao, Tian, Yaozhou, Cheng, Zhengyuan, Qiu, Yuping

Journal:

Experimental and Molecular Pathology

Year:

2020

File:

PDF, 746 KB

2020

38

Performance of Active Control and Energy Harvesting of a Novel Suspension System

Huang, Dashan, Zhang, Jinqiu, Liu, Yile

Journal:

IOP Conference Series Materials Science and Engineering

Year:

2020

File:

PDF, 796 KB

2020