.
Huang, Jinggang's
Scholarly Papers
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column.
Aggregate Statistics
Total 985
Total Citations 10
1.
Zhou, Jason Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Cangemi, Robert Standard & Poor's - Quantitative Analytics
Sandow, Sven Standard & Poor's - Quantitative Analytics
Posted:
27 Oct 05
Last Revised:
14 Apr 11
223(67,630)
6
Private Firm, Probability of Default, Expected Utility, Statistical
2.
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Posted:
27 Aug 07
Last Revised:
27 Apr 12
196(77,103)
1
3.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Sandow, Sven Standard & Poor's - Quantitative Analytics
191(79,074)
4.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Sandow, Sven Standard & Poor's - Quantitative Analytics
133(109,670)
Generalized Entropy, Generalized Kullback-Leibler Relative Entropy, Decision Theory, Expected Utility, Horse Race, Tsallis Entropy, Statistical Learning, Probability Estimation, Risk Neutral Pricing Measure
5.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Posted:
26 Mar 10
Last Revised:
09 May 12
102(134,705)
1
Transition probability model, side information, information value decay, credit model, hazard rate model, default probability model, rating transition model, information theory, minimumrelative entropy principle, conditional relative entropy, robust model
6.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Posted:
20 Jun 10
Last Revised:
10 Apr 12
96(140,381)
2
Minimum Relative U−Entropy, Probability Distribution, Fattailed, Power-Law Distribution, Financial Data, Asset Returns
7.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
44(213,892)
Most Entropic Copula, General Form, Spearman Copula, Homogeneous Spearman Copula, Calibration, Numerical procedure, CDX IG Index
8.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Cao, Wenbo Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Posted:
09 Dec 10
Last Revised:
10 Feb 11
Copula, Conditional Probability Density, Gaussian Mixture Model, t−Mixture Model, Multivariate Probability Distribution, Multivariate t−Distribution, Arellano-Valle and Bolfarine’s Generalized t−distribution, Fat-Tailed, Simulation, Stock Return Distribution, Financial Data, Economic Data
9.
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Zhang, Yangyong Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Posted:
08 Jun 10
Last Revised:
09 Jun 10
Kullback-Leibler relative entropy, maximum likelihood, probability distribution, fat-tailed, point mass, stock return distribution, stock index return distribution, financial data, economic data, California Housing Data
10.
Information, Model Performance, Pricing and Trading Measures in Incomplete Markets
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Huang, Jinggang Standard & Poor's - Quantitative Analytics
Sandow, Sven Standard & Poor's - Quantitative Analytics
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Posted:
27 Jan 06
Last Revised:
17 Dec 10
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Sandow, Sven Standard & Poor's - Quantitative Analytics
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Posted:
31 Jan 06
Last Revised:
17 Dec 10
0
Entropy, Incomplete Markets, Expected Utility, Pricing Measures, Model Performance Measure, Minimum Relative Entropy Principal, Statistical
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Sandow, Sven Standard & Poor's - Quantitative Analytics
0
Entropy, Incomplete Markets, Expected Utility, Pricing Measures, Model Performance Measure, Minimum Relative Entropy Principal, Statistical
11.
Sandow, Sven Standard & Poor's - Quantitative Analytics
Huang, Jinggang Standard & Poor's - Quantitative Analytics
Friedman, Craig A. Standard & Poor's - Quantitative Analytics
Model Performance Measure, Likelihood, Certainty Equivalent, Utility Function, Monetary Value, Risk Aversion, Default Probability
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