Details
NAME
Shiyang Huang
INSTITUTION
The University of Hong Kong
OFFICE PHONE NUMBER
(852)3917-8564
EMAIL
huangsy@hku.hk
Featured Work
2023
The Rise of Factor Investing: "Passive" Security Design and Market Implications
Dec 30,2023
We model financial innovations such as Exchange-Traded Funds, smart beta products, and many index-based vehicles as composite securities (CSs) that...
Sustainable finance under regulation
Jul 22,2023
We build a model analyzing optimal environmental regulation in the presence of socially responsible investors. Investors care about sustainability of...