Xinyu Huang

University of Bath - School of Management

Claverton Down

Bath, BA2 7AY

United Kingdom

  • University of Bath - School of Management

SCHOLARLY PAPERS

3

DOWNLOADS

738

TOTAL CITATIONS

8

Scholarly Papers (3)

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1.

The Diversification Benefits of Cryptocurrency Asset Categories and Estimation Risk: Pre and Post COVID-19

The European Journal of Finance, Forthcoming
Number of pages: 99 Posted: 03 Aug 2021 Last Revised: 18 Jan 2022
Xinyu Huang, Weihao Han, David Newton, Emmanouil Platanakis, Dimitrios Stafylas and Charles Sutcliffe
University of Bath - School of Management, University of Aberdeen - Business School, University of Bath - School of Management, University of Bath - School of Management, University of York - The York Management School and University of Reading - ICMA Centre
Downloads 515 (118,390)
Citation 8

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Cryptocurrencies; COVID-19; Bayes-Stein; Lasso; Elastic net; Shrunk Wishart stochastic volatility; Gaussian random projection; Black-Litterman; Higher moments

2.

Single-stage Portfolio Optimization with Automated Machine Learning for M6

International Journal of Forecasting, Forthcoming
Number of pages: 32 Posted: 21 May 2024
Xinyu Huang, David Newton, Emmanouil Platanakis and Charles Sutcliffe
University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management and University of Reading - ICMA Centre
Downloads 182 (356,285)

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Automated machine learning, Portfolio selection, Investment analysis, Estimation risk, Parameter uncertainty JEL Classification: G11, G17, C44

3.

Knowledge-based Black-Litterman Asset Allocation with High-Dimensional Realized Covariance

CFE-CMStatistics 2024, EFMA 2023
Number of pages: 54 Posted: 15 Apr 2025
Xinyu Huang, David Newton, Emmanouil Platanakis and Xiaoxia Ye
University of Bath - School of Management, University of Bath - School of Management, University of Bath - School of Management and University of Nottingham
Downloads 41 (921,900)

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Risk Management, Investment Analysis, Black-Litterman, Parameter Uncertainty, Knowledge Fusion