Liuren Wu

Publication Activity (10 Years)

Years Active: 2008-2024
Publications (10 Years): 2

Top Topics

Multiple Targets

Chinese Stock Market

Intravascular Ultrasound

Top Venues

Publications

Liuren Wu, Meng Tian
Cross-Sectional Variation of Option-Implied Volatility Skew. Manag. Sci. 70 (6) (2024)
Francisco Peñaranda, Liuren Wu
Targets, Predictability, and Performance. Manag. Sci. 68 (2) (2022)
Peter Carr, Roger Lee, Liuren Wu
Variance swaps on time-changed Lévy processes. Finance Stochastics 16 (2) (2012)
Gurdip Bakshi, Liuren Wu
The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period. Manag. Sci. 56 (12) (2010)
Liuren Wu, Frank Xiaoling Zhang
A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure. Manag. Sci. 54 (6) (2008)