Qian Liu

John Locke Investments

Quantitative Asset Manager

38 Avenue Franklin Roosevelt

Fontainebleau-Avon, 77210

France

SCHOLARLY PAPERS

2

DOWNLOADS

330

CITATIONS

0

Scholarly Papers (2)

1.

The Reactive Volatility Model

Number of pages: 15 Posted: 08 Aug 2012
John Locke Investments, CNRS, Université Paris XIII Nord - Department of Economics and Management and John Locke Investments
Downloads 253 (114,693)

Abstract:

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volatility, tail event, risk management, asset pricing

2.

Should Employers Pay Their Employees Better?

Number of pages: 33 Posted: 03 Feb 2016
John Locke Investments, CNRS, John Locke Investments, Université Paris XIII Nord - Department of Economics and Management and John Locke Investments
Downloads 77 (297,245)

Abstract:

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Anomalies, Asset Pricing, Remuneration, Performance