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Chunchi Wu
Publication Activity (10 Years)
Years Active: 2006-2023
Publications (10 Years): 2
Top Topics
Problems Involving
Market Share
Decision Making
Stochastic Control
Top Venues
Manag. Sci.
J. Comput. Appl. Math.
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Publications
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Yong He
,
Peimin Chen
,
Lin He
,
Kaili Xiang
,
Chunchi Wu
A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility.
J. Comput. Appl. Math.
423 (2023)
Hai Lin
,
Chunchi Wu
,
Guofu Zhou
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach.
Manag. Sci.
64 (9) (2018)
Kasing Man
,
Junbo Wang
,
Chunchi Wu
Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation.
Manag. Sci.
59 (3) (2013)
Sheen X. Liu
,
Howard Qi
,
Chunchi Wu
Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads.
Manag. Sci.
52 (6) (2006)