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The behavior of risk and market prices of risk over the Nasdaq bubble period
Bakshi, Gurdip S.; Wu, Liuren - In: Management science : journal of the Institute for … 56 (2010) 12, pp. 2251-2264
Persistent link: https://www.econbiz.de/10008809519
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A no-arbitrage analysis of macroeconomic determinants of the credit spread term structure
Wu, Liuren; Zhang, Frank Xiaoling - In: Management science : journal of the Institute for … 54 (2008) 6, pp. 1160-1175
Persistent link: https://www.econbiz.de/10003737491
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Targets, predictability, and performance
Peñaranda, Francisco; Wu, Liuren - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1537-1555
Persistent link: https://www.econbiz.de/10012887642
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Cross-sectional variation of option-implied volatility skew
Wu, Liuren; Tian, Meng - In: Management science : journal of the Institute for … 70 (2024) 6, pp. 3566-3580
Persistent link: https://www.econbiz.de/10014551903