Dr. Huang is a Professor of Finance at Cheung Kong GSB. He is currently Professor of Finance (with tenure) at Cornell University. His former academic positions include associate professor of finance at Stanford Graduate School of Business and assistant professor at the University of Chicago Graduate School of Business. Dr. Huang received his Ph. D. in Finance from Stanford University in 1996 and Ph. D. in physics from Cornell University in 1991.

Dr. Huang's research expertise covers behavioral finance, derivatives, credit risk, liquidity, and other asset pricing topics.

Dr. Huang received numerous awards for his outstanding research and teaching performance. He received the FAME Research Award in 2000 (for "the best article on investment in presented in AFA and WFA in that year" according to the FAME Foundation), the Distinguished Teaching Award for MBA teaching from Stanford Graduate School of Business in 2001, Emory Williams Award for Excellence in Teaching from University of Chicago Graduate School of Business in 1997. His research has appeared in top international journals, including the Quarterly Journal of Economics, American Economic Review, Journal of Political Economy, Journal of Finance, and Journal of Economic Theory. Dr. Huang also has rich experience in executive teaching and consulting in Mainland China, Japan, and the United States

"Stocks as Lotteries: The Implications of Probability Weighting for Security Prices," with Nicholas Barberis, forthcoming in American Economic Review, 2008.

"The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," with Nicholas Barberisin Handbook of the Equity Risk Premium, edited by Raj Mehra, Elsevier, 2008

"Individual Preferences, Monetary Gambles, and Stock Market Participation: A Case for Narrow Framing," with Nicholas Barberis and Richard Thaler, American Economic Review, 96, pp 1069-90, September 2006.

"Talking up Liquidity: Insider Trading and Investor Relations," with Harrison Hong, Journal of Financial Intermediation, January 2005.

"Does Fund Size Erode Performance? The Role of Liquidity and Organization," with Joseph Chen, Harrison Hong, and Jeffrey D. Kubik, American Economic Review, December 2004.

"Liquidity Shocks and Equilibrium Liquidity Premia,", Journal of Economic Theory, March, 2003

"Prospect Theory and Asset Prices," with N. Barberis and T. Santos, Quarterly Journal of Economics, February, 2001

"Mental Accounting, Loss Aversion, and Individual Stock Returns," with N. Barberis, Journal of Finance, August, 2001

"Toeholds and Takeovers," with Jeremy Bulow and Paul Klemperer, Journal of Political Economy, 107, 1999

"Swap Rates and Credit Quality," with Darrell Duffie, Journal of Finance, 51, 1996