Huang Guanglin, a Ph.D. in Economics from the School of Statistics at Southwest University of Finance and Economics, received funding from CSC to participate in a one-year joint training program at the Free University of Brussels in Belgium in 2021. Currently, he is a postdoctoral fellow at the School of Statistics at Southwest University of Finance and Economics.
Huang Guanglin
/Doctor
E-mail：huangguanglin AT swufe.edu.cn
Awards and honors
Lead research projects
2023.11 – 2025.10：China Postdoctoral Science Fund, “Time-varying Higher-order Moment Risk Measures Based on Semi-parametric Factor Models and Their Application in Portfolio Management”
Representative papers
- Wang, P., & Huang, G. (2024). Measuring systemic risk contribution: A higher-order moment augmented approach. Finance Research Letters, 59, 104833.
- Huang, G., & Lu, W. (2023). High dimensional dynamic higher-order portfolio selection based on the varying-coefficient multi-factor semi-nonparametric distribution model. Chinese Journal of Management Science, 32: 272-280.
- Huang, G., & Lu, W. (2023). High dimensional time-varying higher-order co-moments modeling and itsapplication in portfolio selection: Based on a single factor semi-nonparametric distribution model. Journal of Management Sciences in China, (9), 125-140.
- Lu, W., & Huang, G. (2022). Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection. Statistics, 56(3), 537-564.
- Lu, W., Huang, G., & Boudt, K. (2020). Stock Market Rise-Fall Forecast and Quantitative Investment Strategy: Based on Time Varying MCA. Chinese Journal of Management Science, 28, 1-12.