Yueliang (Jacques) Lu
Ph.D. Candidate in Finance
Updates
Read the latest draft of my job market paper, "Macroeconomic Extrapolation, Machine Learning, and Equity Risk Premium Forecast". We present the first macroeconomic trend extrapolation approach that utilizes all economic fundamentals of different time periods simultaneously in the aggregate market.
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
I'm a fifth year Finance Ph.D. Candidate at University of North Carolina at Charlotte. I am on the job market and available for in-person interviews at 2022 FMA in Atlanta.
References
Chairs: Yufeng Han and Weidong Tian
Committee Members: I-Hsuan Ethan Chiang, Steven Clark and Chris Kirby
Informal Advisor: Guofu Zhou
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 North Carolina at Charlotte
9201 University City Blvd
Charlotte, NC 28223