Darien Huang

Cornell University - Department of Finance

Ithaca, NY 14853-4201

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 16,878

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Top 16,878

in Total Papers Downloads

2,778

CITATIONS

2

Scholarly Papers (4)

1.
Downloads 1,329 ( 13,758)

Volatility-of-Volatility Risk

Number of pages: 65 Posted: 19 Sep 2014 Last Revised: 19 Feb 2018
Cornell University - Department of Finance, Goethe University Frankfurt - Research Center SAFE, University of Wisconsin - Madison and Goethe University Frankfurt - House of Finance
Downloads 1,130 (17,272)

Abstract:

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volatility, volatility of volatility, VIX, VVIX, options

Volatility-of-Volatility Risk

SAFE Working Paper No. 210
Number of pages: 62 Posted: 29 May 2018 Last Revised: 04 Jun 2018
Goethe University Frankfurt - Research Center SAFE, University of Wisconsin - Madison, Goethe University Frankfurt - House of Finance and Cornell University - Department of Finance
Downloads 199 (150,925)

Abstract:

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volatility of volatility, hedging errors, risk premiums

2.

Gold, Platinum, and Expected Stock Returns

Number of pages: 69 Posted: 12 Aug 2016 Last Revised: 17 Apr 2018
Darien Huang and Mete Kilic
Cornell University - Department of Finance and University of Southern California - Marshall School of Business
Downloads 1,037 (19,995)

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gold, platinum, return predictability, tail risk, disaster risk

3.

The Initial Public Offering of the Industrial and Commercial Bank of China (ICBC)

Number of pages: 39 Posted: 29 Nov 2011
Darien Huang, Franklin Allen, Jun Qian and Mengxin Zhao
Cornell University - Department of Finance, Imperial College London, Fanhai International School of Finance, Fudan University and Securities and Exchange Commission (SEC)
Downloads 228 (131,549)
Citation 2

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banks, IPO, non-performing loans, markets, ICBC

4.

Risk Adjustment and the Temporal Resolution of Uncertainty: Evidence from Options Markets

Number of pages: 42 Posted: 19 Sep 2014
Darien Huang and Ivan Shaliastovich
Cornell University - Department of Finance and University of Wisconsin - Madison
Downloads 184 (160,826)

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asset pricing, risk-neutral probabilities, options