Chunchi Wu

According to our database1, Chunchi Wu authored at least 4 papers between 2006 and 2023.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

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PhD thesis 
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Links

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Bibliography

2023
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., 2023

2018
Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach.
Manag. Sci., 2018

2013
Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation.
Manag. Sci., 2013

2006
Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads.
Manag. Sci., 2006


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