Publications |https://don-huang.com/publications/PublicationsHugo Blox Builder (https://hugoblox.com)enTue, 21 Jul 2026 00:00:00 +0000https://don-huang.com/media/icon_hu_982c5d63a71b2961.pngPublicationshttps://don-huang.com/publications/A Two-Layer Attribution Framework for Portfolios Built from Mixed-Asset Productshttps://don-huang.com/publications/two-layer-attribution/Thu, 01 Jan 2026 00:00:00 +0000https://don-huang.com/publications/two-layer-attribution/Drift Minimization under Lot-Size Constraints: A Practical Integer-Share Rebalancing Problem in Robo-Advisoryhttps://don-huang.com/publications/drift-minimization-lot-size/Wed, 01 Jan 2025 00:00:00 +0000https://don-huang.com/publications/drift-minimization-lot-size/Defining and Measuring Portfolio Health: A Drift-Based Metric Relative to Model Portfolioshttps://don-huang.com/publications/portfolio-health-drift/Mon, 01 Jan 2024 00:00:00 +0000https://don-huang.com/publications/portfolio-health-drift/Optimal Initiation of Guaranteed Lifelong Withdrawal Benefit with Dynamic Withdrawalshttps://don-huang.com/publications/glwb-dynamic-withdrawals/Sun, 01 Jan 2017 00:00:00 +0000https://don-huang.com/publications/glwb-dynamic-withdrawals/Weak Convergence of Path-Dependent SDEs and Functionals in Pricing Basket CDS with Counterparty Risk and Contagion Riskhttps://don-huang.com/publications/basket-cds-weak-convergence/Sun, 01 Jan 2017 00:00:00 +0000https://don-huang.com/publications/basket-cds-weak-convergence/Regression-Based Monte Carlo Methods for Stochastic Control Models: Variable Annuities with Lifelong Guaranteeshttps://don-huang.com/publications/regression-mc-variable-annuities/Fri, 01 Jan 2016 00:00:00 +0000https://don-huang.com/publications/regression-mc-variable-annuities/Analysis of Optimal Dynamic Withdrawal Policies in Withdrawal Guarantee Productshttps://don-huang.com/publications/optimal-withdrawal-policies/Wed, 01 Jan 2014 00:00:00 +0000https://don-huang.com/publications/optimal-withdrawal-policies/