Yueliang (Jacques) Lu
Ph.D. Student in Finance and Economics
I am a 4th-year Ph.D. student at UNCC Belk College Business. If you want to reach me, please email me at ylu28@uncc.edu
Updates
My paper was accepted for presentation by AFA 2022 annual meeting (Ph.D. Poster). We demonstrate important implications in the stock market such as fading memory belief formation from the derivative market’s perspective. You can find the manustript here.
My paper titled "Addressing Systemic Risk Using Contingent Convertible Debt - A Network Analysis", with Aparna Gupta and Runzu Wang, was published at European Journal of Operational Research (EJOR).
About Me
Welcome! I am a 4th-year Ph.D. student in Finance, co-advised by Dr. Yufeng Han and Dr. Weidong Tian, at the Belk College of Business at University of North Carolina at Charlotte. Before the PhD, I completed an MSc in Quantitative Finance and Risk Analytics, under the guidance of Prof. Aparna Gupta, at the Lally School of Management at Rensselaer Polytechnic Institute.
I will be on Job Market in 2022 and will be available for 2022 FMA and 2023 AFA annual meetings.
Research Interests
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Asset Pricing
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Derivatives and Options
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Big Data/Machine Learning in Finance
My research has been presented globally and has been recognized with best paper award and research fellowships from international academic societies, including SFS Cavalcade North America, American Finance Association (Ph.D. Poster & travel grant), China International Conference in Finance, Midwest Finance Association, Financial Management Association (best paper award), INFORMS (best paper finalist & Ph.D. grant), and Global Association of Risk Professionals (research fellowship).
To contact me
Email: ylu28@uncc.edu
Belk College of Business
University of Nort Carolina at Charlotte
9201 University City Blvd
Charlotte, NC 28223