Chunchi Wu

According to our database, Chunchi Wu authored at least 4 papers between 2006 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility.

Yong He, Peimin Chen, Lin He, Kaili Xiang, Chunchi Wu

J. Comput. Appl. Math., 2023

2018

Forecasting Corporate Bond Returns with a Large Set of Predictors: An Iterated Combination Approach.

Hai Lin, Chunchi Wu, Guofu Zhou

Manag. Sci., 2018

2013

Price Discovery in the U.S. Treasury Market: Automation vs. Intermediation.

Kasing Man, Junbo Wang, Chunchi Wu

Manag. Sci., 2013

2006

Personal Taxes, Endogenous Default, and Corporate Bond Yield Spreads.

Sheen X. Liu, Howard Qi, Chunchi Wu

Manag. Sci., 2006