Huang is a professor of finance at Cheung Kong. He currently also serves as professor of finance (with tenure) at Cornell University. He received a Ph. D. in finance from Stanford University in 1996 and Ph. D. in physics from Cornell University in 1991.

His former academic positions include associate professor of finance at the Stanford Graduate School of Business and assistant professor at the University of Chicago Graduate School of Business. 

Huang received the FAME Research Award in 2000, the Distinguished Teaching Award for MBA teaching from Stanford Graduate School of Business in 2001, and the Emory Williams Award for Excellence in Teaching from the University of Chicago Graduate School of Business in 1997.

His research has been published in the Quarterly Journal of Economics, American Economic Review, Journal of Political Economy, Journal of Finance, and Journal of Economic Theory.

Huang has extensive experience in executive teaching and consulting in mainland China, Japan, and the United States.

"Preferences with Frames: A New Utility Specification that Allows for the Framing of Risks", with Barberis, Nicholas, Journal of Economic Dynamics and Control, vol. 33, pp. 1555-1576, August 2009.

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

"The Loss Aversion / Narrow Framing Approach to the Equity Premium Puzzle," with Nicholas Barberis, in 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 14, pp 1-31, January 2005.

"Does Fund Size Erode Performance? Liquidity, Organizational Diseconomies and ActiveMoney Management," with Joseph Chen, Harrison Hong, and Jeffrey D. Kubik, American Economic Review 94, pp 1276-1302, December 2004.

"Liquidity Shocks and Equilibrium Liquidity Premia," Journal of Economic Theory 109, pp 104-129, March 2003.

"Mental Accounting, Loss Aversion, and Individual Stock Returns," with Nicholas Barberis, Journal of Finance 56, pp 1247-1292, August 2001.

"Prospect Theory and Asset Prices," with Nicholas Barberis and Tano Santos, Quarterly Journal of Economics 116, pp 1-53, February 2001. (Lead article of the issue; Awarded the 2000 FAME Research Prize; Collected into Advances in Behavioral Finance, Vol. 2, edited by Richard Thaler.)

"Toeholds and Takeovers," with Jeremy Bulow and Paul Klemperer, Journal of Political Economy 107, pp 427-454, June 1999.

"Swap Rates and Credit Quality," with Darrell Duffie, Journal of Finance 51, pp 921-949, July 1996.