adaptive weighting 1equal weighting 1equity premium forecasting 1horizon-dependent allocation 1minimum variance 1portfolio diversification 1
From the 1 of 3 linked papers with an AI index.
3 papers
econ.GN2026
Do Carbon Price Forecasts Improve Compliance Procurement? Evidence from European Union Allowances
Muzi Chen, Difang Huang, Shouyang Wang +1
Firms covered by emissions trading systems need forecasts not only to value allowances, but also to decide when to buy them. This paper asks whether European Union Allowance (EUA)…
econ.GN2026
When and Why Naïve Diversification Works: A Simple Diagnostic Strategy
Han Feng, Difang Huang, Jue Wang +1
The paper identifies a simple condition—called the Golden Criterion—under which equal‑weight portfolios are minimum‑variance optimal, and proposes an adaptive two‑stage strategy th…
econ.EM2025
Semiparametric Single-Index Estimation for Average Treatment Effects
Difang Huang, Jiti Gao, Tatsushi Oka
We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates miss…