Darien Huang

Cornell University - Department of Finance

Ithaca, NY 14853-4201

United States

SCHOLARLY PAPERS

4

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Top 20,616

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SSRN CITATIONS
Rank 15,346

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Top 15,346

in Total Papers Citations

85

CROSSREF CITATIONS

10

Scholarly Papers (4)

1.
Downloads 2,281 (12,440)
Citation 24

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, University of Wisconsin - Madison and Karlsruhe Institute of Technology
Downloads 1,863 (16,842)
Citation 5

Abstract:

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volatility, volatility of volatility, VIX, VVIX, options

Volatility-of-Volatility Risk

SAFE Working Paper No. 210, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 62 Posted: 29 May 2018 Last Revised: 02 Sep 2020
Goethe University Frankfurt, University of Wisconsin - Madison, Karlsruhe Institute of Technology and Cornell University - Department of Finance
Downloads 418 (130,346)
Citation 19

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 1,796 (18,171)
Citation 12

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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
Cornell University - Department of Finance, Imperial College London, Fudan University - International School of Finance (FISF) and Securities and Exchange Commission (SEC)Independent
Downloads 302 (187,830)

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

4.

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

Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 42 Posted: 19 Sep 2014
Darien Huang and Ivan Shaliastovich
Cornell University - Department of Finance and University of Wisconsin - Madison
Downloads 261 (218,106)
Citation 11

Abstract:

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asset pricing, risk-neutral probabilities, options