Liuren Wu

According to our database, Liuren Wu authored at least 4 papers between 2008 and 2022.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of four.

2022

Targets, Predictability, and Performance.

Francisco Peñaranda, Liuren Wu

Manag. Sci., 2022

2012

Variance swaps on time-changed Lévy processes.

Peter Carr, Roger Lee, Liuren Wu

Finance Stochastics, 2012

2010

The Behavior of Risk and Market Prices of Risk Over the Nasdaq Bubble Period.

Gurdip Bakshi, Liuren Wu

Manag. Sci., 2010

2008

A No-Arbitrage Analysis of Macroeconomic Determinants of the Credit Spread Term Structure.

Liuren Wu, Frank Xiaoling Zhang

Manag. Sci., 2008