| Investor sentiment aligned: A powerful predictor of stock returns D Huang, F Jiang, J Tu, G Zhou The review of financial studies 28 (3), 791-837, 2015 | 1340 | 2015 |
| Robust portfolios: contributions from operations research and finance FJ Fabozzi, D Huang, G Zhou Annals of operations research 176 (1), 191-220, 2010 | 340 | 2010 |
| Scaled PCA: A new approach to dimension reduction D Huang, F Jiang, K Li, G Tong, G Zhou Management Science 68 (3), 1678-1695, 2022 | 265 | 2022 |
| Portfolio selection under distributional uncertainty: A relative robust CVaR approach D Huang, S Zhu, FJ Fabozzi, M Fukushima European journal of operational research 203 (1), 185-194, 2010 | 164 | 2010 |
| Time series momentum: is it there? D Huang, J Li, L Wang, G Zhou Journal of financial economics 135 (3), 774-794, 2020 | 161 | 2020 |
| Predicting corporate bond returns: Merton meets machine learning TG Bali, A Goyal, D Huang, F Jiang, Q Wen Georgetown McDonough School of Business Research Paper, 20-110, 2020 | 153* | 2020 |
| Portfolio selection with uncertain exit time: A robust CVaR approach D Huang, SS Zhu, FJ Fabozzi, M Fukushima Journal of economic dynamics and control 32 (2), 594-623, 2008 | 130 | 2008 |
| Are disagreements agreeable? Evidence from information aggregation D Huang, J Li, L Wang Journal of Financial Economics 141 (1), 83-101, 2021 | 123 | 2021 |
| Expected return, volume, and mispricing Y Han, D Huang, D Huang, G Zhou Journal of Financial Economics 143 (3), 1295-1315, 2022 | 92 | 2022 |
| CAViaR-based forecast for oil price risk D Huang, B Yu, FJ Fabozzi, M Fukushima Energy Economics 31 (4), 511-518, 2009 | 66 | 2009 |
| Shrinking factor dimension: A reduced-rank approach A He, D Huang, J Li, G Zhou Management science 69 (9), 5501-5522, 2023 | 65* | 2023 |
| Are bond returns predictable with real-time macro data? D Huang, F Jiang, K Li, G Tong, G Zhou Journal of Econometrics 237 (2), 105438, 2023 | 56 | 2023 |
| Presidential economic approval rating and the cross-section of stock returns Z Chen, Z Da, D Huang, L Wang Journal of Financial Economics 147 (1), 106-131, 2023 | 55 | 2023 |
| Upper bounds on return predictability D Huang, G Zhou Journal of Financial and Quantitative Analysis 52 (2), 401-425, 2017 | 53 | 2017 |
| Forecasting stock returns in good and bad times: The role of market states D Huang, F Jiang, J Tu, G Zhou 27th Australasian Finance and Banking Conference, 2014 | 45* | 2014 |
| Robust portfolio selection with uncertain exit time using worst-case VaR strategy D Huang, FJ Fabozzi, M Fukushima Operations Research Letters 35 (5), 627-635, 2007 | 40 | 2007 |
| Sentiment across asset markets D Huang, H Lehkonen, K Pukthuanthong, G Zhou Available at SSRN 3185140, 2018 | 32 | 2018 |
| Portfolio revision under mean-variance and mean-CVaR with transaction costs AH Chen, FJ Fabozzi, D Huang Review of Quantitative Finance and Accounting 39 (4), 509-526, 2012 | 32 | 2012 |
| Twin Momentum: Fundamental Trends Matter D Huang, H Zhang, G Zhou | 30* | 2018 |
| What difference do new factor models make in portfolio allocation? FJ Fabozzi, D Huang, F Jiang, J Wang Journal of International Money and Finance 140, 102997, 2024 | 23 | 2024 |
Guofu ZhouWashington University in St. LouisVerified email at wustl.edu
