|
|
|
|
|
|
|
Return to previous screen
Email: huangdas@wustl.edu
|
Dashan Huang
Finance
Ph.D. Finance 2013 (expected), Olin Business School - Washington University in St. Louis
Ph.D. Engineering 2007, Kyoto University
M.A. Management Sciences 2004, Chinese Academy of Sciences
B.S. Mathematics 2002, Lanzhou University
|
|
Empirical Asset Pricing
|
Research interests:
Empirical asset pricing; Financial Market; Investment and Risk Management; Compensation and Incentives
Papers:
-
"Why Are Bond Returns More Predictable Than Stock Returns?" with Guofu Zhou, working paper
-
"When is News Neglected?" with Guofu Zhou, working paper
-
"Macro economy, Volatility and Stock Market Predictability," Guofu Zhou
-
"The Servant of Two Masters: A Common Agency Explanation for Side-by-Side Management," Guofu Zhou, This paper won the Yihong Xia Best Paper Award at the 2012 Chinese International Conference in Finance (CICF, $1,000)
-
"What is the Maximum Predictability Permitted by Asset Pricing Models?"
Academic/professional activities:
Ad hoc referee for Journal of Banking and Finance
Ad hoc referee for Journal of Computational Finance
Ad hoc referee for Journal of Mathematical Economics
Ad hoc referee for Journal of Money, Credit, and Banking
Ad hoc referee for Annals of Operations
Ad hoc referee for Review of Quantitative Finance and Accounting
Awards/honors:
Doctoral Fellowship, Olin Business School - Washington University in St. Louis, 2008 - 2013
Monbukagakusho Scholarship, Japanese Cultural Ministry, 2004 - 2007
Best Paper Award, Fifth International Conference on Information and Management Sciences, Chengdu, China (¥3,600 CNY), 07/01/2006 - 07/08/2006
- Excellent Student Award of Chinese Academy of Sciences, 2002 (¥4,000 CNY)
- Japanese Ministry of Education, Culture, Sports, Science and Technology 21st Century COE program, 2006 - 2007 (¥500,000 Yen)
Personal interests:
Novel; History; Badminton
|
| |
|
|
|
|
|
|
|