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Publications by Dan Luo

Model Specification, Data History, and CDO (Mis)Pricing

SSRN Electronic Journal

English

A Little Knowledge Is a Dangerous Thing: Model Specification, Data History, and CDO (Mis)Pricing

SSRN Electronic Journal

English

Knowledge Actionability: Satisfying Technical and Business Interestingness

International Journal of Business Intelligence and Data Mining

Information Systems

Management Information Systems

English

Agent-Based Evolutionary Optimisation of Trading Strategies

International Journal of Intelligent Information and Database Systems

Information Systems

English

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The Unintended Consequences of the Zero Lower Bound Policy

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Displacement Risk and Asset Returns

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Endogenous Intermediation in Over-The-Counter Markets

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Corporate Ownership Structure and the Choice Between Bank Debt and Public Debt

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Time-To-Produce, Inventory, and Asset Prices

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Money and Liquidity in Financial Markets

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Volatility of Aggregate Volatility and Hedge Fund Returns

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