معرفی
HUANG Dashan is an Associate Professor of Finance and PGR Coordinator at the Lee Kong Chian School of Business, Singapore Management University (SMU). He holds a Ph.D. in Finance from Washington University in St. Louis (2013), a Ph.D. in Engineering from Kyoto University (2007), and a B.S. in Mathematics from Lanzhou University (2002). His research focuses on Asset Pricing, Behavioral Finance, Big Data, and Machine Learning, with notable contributions to portfolio optimization, factor models, and market sentiment analysis. He has received prestigious awards such as the CIRF/CFRI Research Award (2020) and the WRDS Best Paper Award (2018).
His work integrates econometric methods, machine learning, and behavioral theories to analyze financial markets. Recent studies include predicting bond returns using real-time macro data, exploring presidential approval ratings' impact on stock returns, and developing dimension-reduction techniques for factor models. Huang collaborates widely, publishing in top journals like Journal of Financial Economics and Management Science.
- Education:
- Ph.D. in Finance, Washington University in St. Louis (2013)
- Ph.D. in Engineering, Kyoto University (2007)
- M.A. in Management Science, Chinese Academy of Sciences (2004)
- B.S. in Mathematics, Lanzhou University (2002)
Awards and Recognition include multiple conference best-paper awards, emphasizing his innovative contributions to empirical asset pricing and quantitative finance. His research has been supported by grants, and he advises students on topics spanning behavioral finance and computational methods.
Huang is actively involved in interdisciplinary initiatives, bridging finance with computing and social sciences. His lab develops tools like the PLS Sentiment Index and PLS Disagreement Index, widely used in academic and applied research.
