EconBase
← All authors

Guanglin Huang

Southwestern University of Finance and Economics (from arXiv:2606.08560, 2026) · ORCID · OpenAlex

5 papers in scope · 4 published · 1 on the econ.EM arXiv · 11 citations · h-index 2 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Yuefeng Han
  2. Rong Chen
  3. Dan Yang
  4. Cun-Hui Zhang
  5. Qiyang Yu
  6. Bin Chen
  7. Qiwei Yao
  8. Jinyuan Chang
  9. Elynn Chen
  10. Ke Xu
  11. Jiayu Li
  12. Long Yu
  13. Stevenson Bolívar
  14. Xiao Han
  15. Ruofan Yu
  16. Jiayan Li
  17. Liyuan Cui
  18. Guanhao Feng
  19. Elynn Chen
  20. Matteo Barigozzi

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 5)

working paper2026 · arXiv
Estimation of factors using higher-order multi-cumulants in weak factor models
published2026 · Journal of Business and Economic Statistics · 2 citations
with Wanbo Lu, Kris Boudt
Factor-based higher-order moment portfolio optimization
published2025 · Finance research letters
with Peiwen Wang, Wanbo Lu
Measuring systemic risk contribution: A higher-order moment augmented approach
published2023 · Finance research letters · 4 citations
with Peiwen Wang
Estimating the higher-order co-moment with non-Gaussian components and its application in portfolio selection
published2022 · Statistics · 5 citations
with Wanbo Lu

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.