Lue Wu

Goethe University Frankfurt - Department of Finance

Ph.D. Student

Mertonstr. 17-21/Uni-Postbox 77

Frankfurt am Main, 60054

Germany

SCHOLARLY PAPERS

5

DOWNLOADS

399

CITATIONS
Rank 40,134

SSRN RANKINGS

Top 40,134

in Total Papers Citations

4

Scholarly Papers (5)

1.
Downloads 113 (200,099)

Learning or Robust Control

Paris December 2007 Finance International Meeting AFFI - EUROFIDAI
Number of pages: 38 Posted: 02 Mar 2007
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance
Downloads 113 (200,978)

Abstract:

Portfolio Selection, Model Uncertainty, Learning, Robust Control

Learning or Robust Control

Paris December 2007 Finance International Meeting AFFI-EUROFIDAI Paper
Posted: 17 Dec 2007 Last Revised: 14 Oct 2008
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance

Abstract:

Portfolio Selection, Model Uncertainty, Learning, Robust Control

2.

Rational Laymen versus Over-Confident Experts: Who Survives in the Long-Run?

EFA 2006 Zurich Meetings Paper
Number of pages: 37 Posted: 14 Mar 2006
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance
Downloads 105 (201,407)
Citation 2

Abstract:

General Equilibrium, Asset Allocation, Learning, Different Beliefs, Overconfidence

3.

Heterogeneous Beliefs and the Term Structure of Interest Rates

Number of pages: 38 Posted: 15 Oct 2007 Last Revised: 16 Nov 2007
Lue Wu
Goethe University Frankfurt - Department of Finance
Downloads 98 (219,881)
Citation 1

Abstract:

General Equilibrium, Learning, Heterogeneous Beliefs, Term Structure of Interest Rates

4.

'Nobody is Perfect': Asset Pricing and Long-Run Survival When Heterogeneous Investors Exhibit Different Kinds of Filtering Errors

SAFE Working Paper No. 114
Number of pages: 69 Posted: 12 Aug 2015
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance
Downloads 20 (265,939)

Abstract:

General Equilibrium, Asset Allocation, Learning, Different Beliefs, Over-Confidence

5.

Efficient Hedge Fund Strategy Allocations – Systematic Framework for Investors that Incorporates Higher Moments

Financial Markets, Institutions & Instruments, Vol. 21, Issue 5, pp. 241-260, 2012
Number of pages: 20 Posted: 17 Nov 2012
Robus Capital Management Limited, Concordia University and Goethe University Frankfurt - Department of Finance
Downloads 2 (527,151)
Citation 1
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Abstract:

Strategy Allocation, Hedge Funds, Higher Moments

Other Papers (1)

Total Downloads: 145    Citations: 1
1.

Pricing Two Trees When Trees and Investors are Heterogeneous

EFA 2007 Ljubljana Meetings Paper
Number of pages: 51 Posted: 01 Mar 2007 Last Revised: 26 Mar 2008
University of Muenster - Finance Center Muenster, Goethe University Frankfurt - Research Center SAFE and Goethe University Frankfurt - Department of Finance
Downloads 143
Citation 1

Abstract:

Asset Pricing, Two-Tree Economy, Asymmetric Information, Learning, Long-Run Survival