Ph.D., FRM
I posted a new draft of "The Conditional Forward Return and Autocorrelation from VIX Derivatives" with Steven P. Clark and Weidong Tian.
I posted a new draft of "Macroeconomic Trends and Equity Risk Premium" with Yufeng Han and Guofu Zhou.
Research Interests
Asset Pricing
Derivatives and Options
Big Data/Machine Learning in Finance
References
Ph.D. Advisors: Yufeng Han and Weidong Tian; Informal Advisor: Guofu Zhou
Contact Information
Jacques Lu, Ph.D., FRM
Clinical Assistant Professor of Finance
Wilbur O. and Ann Powers College of Business
Clemson University
160 Chandler L. Burns Hall, Clemson, S.C. 29634