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Yang Luo

PhD Student

Bio

I am currently a Ph.D. Candidate in the Department of Finance at C.T. Bauer College of Business, University of Houston. My research interests include empirical asset pricing, financial econometrics, machine learning, and the derivatives market. I am expected to graduate in December 2018.

Research Interests

  • Empirical Asset Pricing
  • Financial Econometrics
  • Machine Learning
  • Derivatives Market

Working Papers

  • Monitoring Forecasts with Machine Learning (Job Market Paper)
  • A Comprehensive Look at the Option-Implied Predictors of Stock Returns (with Hitesh Doshi and James Yae)
  • Systematic Risk and Cross Section of Credit Default Swap Returns (with Hitesh Doshi and James Yae)
  • Contact Info

    Phone:
    713-743-4755
    Email:
    yangluo@bauer.uh.edu
    Room:
    MH 210J
    Website:
    Visit Web Site

    Education

    B.S. in Mathematics, University of Science and Technology of China (USTC)