Dr James Huang
Lecturer
Accounting and Finance
The Management SchoolLancaster University
Bailrigg
Lancaster
LA1 4YX
Other affiliations: Lancaster China Management Centre
Research Interests
Capital asset pricing models, option pricing theory, consumption rules and portfolio theory, term structure and interest rate derivatives, and hedging models.
Qualifications
Bs China, Ms China, MBA KULeuven, PhD Strathclyde
Current Teaching
Undergraduate: ACF 302 Advanced Corporate Finance. Postgraduate: ACF 602 Portfolio Analysis and International Investment.
Recent publications
- Some new results on when extra risk strictly increases an option's value
Huang, J. & Zhang, D. 01/2013 In: Journal of Futures Markets. 33, 1, p. 44-54. 11 p.
Journal article - Should you buy a stock or a corporate bond? Another characterization of cautiousness
Huang, J. & Stapleton, R. 2012 , 11 p.
Working paper
