Yueliang (Jacques) Lu - Google Scholar

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Citations	25	24
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20202021202220231 2 12 5

Co-authors

Aparna GuptaRensselaer Polytechnic InstituteVerified email at rpi.edu
Guofu ZhouWashington University in St. LouisVerified email at wustl.edu
Yufeng HanProfessor of Finance, University of North Carolina at CharlotteVerified email at uncc.edu
Weike XuClemson UniversityVerified email at clemson.edu

Yueliang (Jacques) Lu

Yueliang (Jacques) Lu

Ph.D. Candidate in Finance, University of North Carolina at Charlotte

Verified email at uncc.edu - Homepage

Empirical Asset Pricing Derivatives Big Data/Machine Learning Portfolio Choice Financial Risk Management


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Addressing systemic risk using contingent convertible debt–a network analysis A Gupta, R Wang, Y Lu European Journal of Operational Research 290 (1), 263-277, 2021	23	2021
Mispricing and Anomalies: An Exogenous Shock to Short Selling from JGTRRA Y Han, YJ Lu, W Xu, G Zhou Available at SSRN, 2020	2*	2020
Market Risk Premium Expectation: Combining Option Theory with Traditional Predictors H Liu, YJ Lu, W Xu, G Zhou Available at SSRN, 2022		2022
Macroeconomic Extrapolation, Machine Learning, and Equity Risk Premium Forecast YJ Lu, Y Han Available at SSRN, 2022		2022
An On-Line Machine Learning Return Prediction W Tian, Y Lu Available at SSRN 4238545, 2022		2022
Equity Forward Return from Derivatives SP Clark, YJ Lu, W Tian Available at SSRN 3810878, 2021		2021

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Articles 1–6