Dr James Huang
Bs China, Ms China, MBA KULeuven, PhD Strathclyde
Lecturer
Department
Accounting and Finance
Current Teaching
Undergraduate: ACF 302 Advanced Corporate Finance. Postgraduate: ACF 602 Portfolio Analysis and International Investment.
Research Interests
Capital asset pricing models, option pricing theory, consumption rules and portfolio theory, term structure and interest rate derivatives, and hedging models.
Publications
- Huang J, Hara C and Kuzmics C, 2011, 'Effects of background risks on cautiousness with an application to a portfolio choice problem', Journal of Economic Theory
View details - Huang J, Franke G and Stapleton R C, 2007, 'Two-dimensional risk neutral valuation relationships for the pricing of options', Review of Derivatives Research, vol 9, pp. 213-237.
View details - Huang J, Hara C and Kuzmics C, 2007, 'Representative consumer's risk aversion and efficient risk-sharing rules', Journal of Economic Theory, vol 137, no. 1, pp. 652-672.
View details - Huang J and Zhang Z, 2006, 'Extremal financial risk models and portfolio evaluation', Computational Statistics and Data Analysis, vol 51, no. 4, pp. 2313-2338.
View details - Huang J, 2004, 'Option pricing bounds and the elasticity of the pricing kernel', Review of Derivatives Research, vol 7, no. 1, pp. 25-51.
View details - Huang J, 2004, 'Option bounds from concurrently expiring options when relative risk aversion is bounded', Accounting and Finance Working Paper Series
View details |
View PDF - Huang J, 2004, 'DARA and DRRA option bounds from concurrently expiring options', Accounting and Finance Working Paper Series
View details | View PDF - Huang J, 2004, 'Stochastic dominance option bounds and Nth order arbitrage opportunities', Accounting and Finance Working Paper Series
View details | View PDF - Huang J, 2004, 'Option bounds and second order arbitrage opportunities', Accounting and Finance Working Paper Series
View details | View PDF - Huang J, 2004, 'Risk neutral probabilities and option bounds: a geometric approach', Accounting and Finance Working Paper Series
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