Richard Lu

Feng Chia University — Taiwan

Economics, Econometrics and Finance · Social Sciences

7h-index253citations23works0.02yr avg
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Research Topics

Financial Markets and Investment Strategies(12), Market Dynamics and Volatility(6), Financial Risk and Volatility Modeling(3), Risk and Portfolio Optimization(3), Cultural Differences and Values(3)

Publications23 total

When Sharpe Falls Short: The Omega Ratio's Stochastic Dominance Credentials
SSRN Electronic Journal·2025Open Access
A performance evaluation of portfolio insurance under the Black and Scholes framework: An application of the economic index of riskiness
The Quarterly Review of Economics and Finance·2023
Two-Sided Cultural Fit: The Differing Behavioral Consequences of Cultural Congruence Based on Values Versus Perceptions
Organization Science·2023· 24 cited
The Mean-Variance Rule for Investors with Reverse S-Shaped Utility
Annals of Financial Economics·2022· 3 cited
INVESTMENT BASED ON SIZE, VALUE, MOMENTUM AND INCOME MEASURES: A STUDY IN THE TAIWAN STOCK MARKET
Annals of Financial Economics·2022· 4 cited
Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China
International Review of Financial Analysis·2021· 77 cited
PRICING THE REVENUE INSURANCE OF SUGAR APPLE AND BANANA IN TAIWAN: AN ACTUARIAL APPROACH
RePEc: Research Papers in Economics·2021Open Access
Do lump-sum investing strategies really outperform dollar-cost averaging strategies?
Studies in Economics and Finance·2020· 11 cited
Which measure of systematic risk should we use? An empirical study on systematical risk and Treynor measure using the economic index of riskiness and operational measure of riskiness
International Journal of Finance & Economics·2020· 1 cited
A PERFORMANCE ANALYSIS OF DOLLAR-COST AVERAGING AND SELF-ANNUITIZATION
Annals of Financial Economics·2019
Situated Cultural Fit: Value Congruence, Perceptual Accuracy, and the Interpersonal Transmission of Culture
2019· 2 cited
Surveying Personality with Behavior: The Situational Influences and Individual Outcomes of Self-Monitoring Behavior
eScholarship (California Digital Library)·2019Open Access
TIME DIVERSIFICATION: PERSPECTIVES FROM THE ECONOMIC INDEX OF RISKINESS
Annals of Financial Economics·2018· 10 cited
Time Diversification: Perspectives from the Economic Index of Riskiness
Munich Personal RePEc Archive (Ludwig Maximilian University of Munich)·2018
Could Omega Ratio Perform Better than Sharpe Ratio?
SSRN Electronic Journal·2018· 7 citedOpen Access
Gender Differences In Judgment And Decision-Making As Drivers Of The Gender Gap In Economic Outcom
Academy of Management Proceedings·2017
Lifting the Curtain: Backstage Cognition, Frontstage Behavior, and the Interpersonal Transmission of Culture
2017
The Returns and Risk of Dynamic Investment Strategies: A Simulation Comparison
International journal of business and economics·2016· 1 cited
A Study on the Subadditivity of Value-at-Risk under Stable Distributions
2007
Valuation of Standard Options under the Constant Elasticity of Variance Model
International journal of business and economics·2005· 19 cited
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Frequent Co-authors

Wing‐Keung Wong(8), Jennifer A. Chatman(3), Amir Goldberg(3), Sameer B. Srivastava(3), Raymond M. Leuthold(2), Philip Garcia(2), Vu Tran Hoang(2), Kim Hung Pho(1), Sel Ly(1), Thị Hồng Vân Hoàng(1), Yi-Hwa Hsu(1), Chenchen Yang(1), Xu Guo(1), Haim Levy(1), JAI-JEN WANG(1), David W. K. Yeung(1), Adrian Cheung(1), Sardar M. N. Islam(1), Chenchen Yang(1), Min-Hsien Yang(1)