Shiyang Huang

Member

Details

NAME
Shiyang Huang

INSTITUTION
The University of Hong Kong

OFFICE PHONE NUMBER
(852)3917-8564

EMAIL
huangsy@hku.hk

Featured Work

2024

The Rise of Factor Investing: Asset Market Implications and "Passive" Security Design

   Nov 21,2024

We model financial innovations such as Exchange-Traded Funds, smart beta products, and many index-based vehicles as composite securities (CSs) that...

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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...


2023

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...