Faculty

Institution

Unit

Venue

Liuren Wu

Wollman Distinguished Professor of Finance

CUNY--Baruch College

Affiliations

Department of Economics and Finance

Zicklin School of Business

Liuren Wu is currently serving as an Economics And Finance Wollman Distinguished Professor of Finance at Cuny--Baruch College.

Honors

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Experiences

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Education

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Liuren Wu

CUNY--Baruch College

Wollman Distinguished Professor of Finance

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finance financial economics economics empirical finance asset pricing option pricing financial analysis economic analysis financial stability international financial markets quantitative analysis (finance) mathematical finance financial econometrics applied mathematics risk management interest rates economic modelling statistics finance research economic dynamics term structure model derivative pricing international finance financial studies term structure levy process social science research management science global finance financial mathematics financial risk management volatility modeling theoretical economics market microstructure behavioral finance time-changed levy processes international money financial law machine learning research econometric models financial time series analysis interest rate derivatives dynamic interactions financial security returns currency options volatility feedback bank marketing keynesian economics foreign exchange option forward rate yield prediction portfolio management financial modeling macroeconomic forecasting macroeconomic models financial network analysis parameter identification dynamic pricing portfolio choice stochastic skew specification analysis option pricing models quadratic class leverage effect self-exciting market disruptions multi-currency quadratic models no-arbitrage analysis tail behavior big data indexing indexing technique index system data indexing robustness testing robust optimization robust statistics process specification econometrics asset allocation credit risk

Notable Scholarly Works

Notable Federal Grants

Collaborators

A Factor Model of Company Relative Valuation. The Journal of Portfolio Management (2026)

valuationbusinessfinancecapital budgetingbusiness researchbusiness strategyvalue theory

Bootstrapping Option Risk Premiums. SSRN Electronic Journal (2025)

mathematical financedecision scienceinsurancefinanceactuarial sciencestatisticsquantitative management

Common Pricing of Decentralized Risk: A Linear Option Pricing Model. Review of Financial Studies (2025)

option pricingfinancial economicsfinancial mathematicsmathematical financecommon pricingderivative pricingeconomicsfinancefinancial engineeringeconomic analysisdynamic pricingeconomic modellingasset pricing

Cross-Sectional Variation of Risk-Targeting Option Portfolios. The Review of Asset Pricing Studies (2025)

risk managementfinance researchdecision scienceinvestment managementfinancestatisticsasset pricing

Dynamic Optimality of Airline Fuel Cost Hedging. The Journal of Derivatives (2025)

engineering optimizationfinanceenergy economicsapplied mathematicsquantitative managementlogisticsoperations research

A Factor Model of Company Relative Valuation. SSRN Electronic Journal (2024)

Liuren WuXiaolu HuMalick Sy

valuationcompany relative valuationfactor modeleconomics

Centrality of the Supply Chain Network. WORLD SCIENTIFIC eBooks (2024)

Liuren Wu

supply chain resiliencesystems engineeringsupply chain managementsupply chain network

Cross-Sectional Variation of Risk-Targeting Option Portfolios. (2024)

Liuren WuYaofei Xu

portfolio choicerisk managementfinancial risk managementinvestment managementfinancerisk-targeting option portfolioscross-sectional variation

Finding Value in the U.S. Corporate Bond Market. SSRN Electronic Journal (2024)

Liuren WuHashim Zaman

valuationfinancial economicsbond marketseconomicsinvestment managementfinanceempirical financecorporate financevalue creationcapital markets

Predict Stock Return Variance Across the Information Cycle. SSRN Electronic Journal (2024)

Liuren WuYaofei Xu

information cyclepredictive analyticsstock market predictioneconomicsempirical financeasset pricing

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Liuren Wu

Wollman Distinguished Professor of Finance

CUNY--Baruch College

Affiliations

Department of Economics and Finance

Zicklin School of Business

Liuren Wu is currently serving as an Economics And Finance Wollman Distinguished Professor of Finance at Cuny--Baruch College.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Liuren Wu

CUNY--Baruch College

Wollman Distinguished Professor of Finance

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

A Factor Model of Company Relative Valuation. The Journal of Portfolio Management (2026)

valuationbusinessfinancecapital budgetingbusiness researchbusiness strategyvalue theory

Bootstrapping Option Risk Premiums. SSRN Electronic Journal (2025)

mathematical financedecision scienceinsurancefinanceactuarial sciencestatisticsquantitative management

Common Pricing of Decentralized Risk: A Linear Option Pricing Model. Review of Financial Studies (2025)

Cross-Sectional Variation of Risk-Targeting Option Portfolios. The Review of Asset Pricing Studies (2025)

risk managementfinance researchdecision scienceinvestment managementfinancestatisticsasset pricing

Dynamic Optimality of Airline Fuel Cost Hedging. The Journal of Derivatives (2025)

engineering optimizationfinanceenergy economicsapplied mathematicsquantitative managementlogisticsoperations research

A Factor Model of Company Relative Valuation. SSRN Electronic Journal (2024)

Liuren WuXiaolu HuMalick Sy

valuationcompany relative valuationfactor modeleconomics

Centrality of the Supply Chain Network. WORLD SCIENTIFIC eBooks (2024)

Liuren Wu

supply chain resiliencesystems engineeringsupply chain managementsupply chain network

Cross-Sectional Variation of Risk-Targeting Option Portfolios. (2024)

Liuren WuYaofei Xu

portfolio choicerisk managementfinancial risk managementinvestment managementfinancerisk-targeting option portfolioscross-sectional variation

Finding Value in the U.S. Corporate Bond Market. SSRN Electronic Journal (2024)

Liuren WuHashim Zaman

valuationfinancial economicsbond marketseconomicsinvestment managementfinanceempirical financecorporate financevalue creationcapital markets

Predict Stock Return Variance Across the Information Cycle. SSRN Electronic Journal (2024)

Liuren WuYaofei Xu

information cyclepredictive analyticsstock market predictioneconomicsempirical financeasset pricing

1
2
3
4
5
15
10 / page