Lan Wu

656 total citations
27 papers, 425 citations indexed

About

Lan Wu is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Lan Wu has authored 27 papers receiving a total of 425 indexed citations (citations by other indexed papers that have themselves been cited), including 20 papers in Finance, 9 papers in Management Science and Operations Research and 8 papers in Economics and Econometrics. Recurrent topics in Lan Wu's work include Stochastic processes and financial applications (16 papers), Financial Markets and Investment Strategies (7 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). Lan Wu is often cited by papers focused on Stochastic processes and financial applications (16 papers), Financial Markets and Investment Strategies (7 papers) and Insurance, Mortality, Demography, Risk Management (4 papers). Lan Wu collaborates with scholars based in China, United States and India. Lan Wu's co-authors include Yuehan Yang, Wei Cui, Jingping Yang, Hanzhong Liu, Jiang Zhou, Yang Bai, Jinwei Ren, Qian Du, Yong Li and Li Di and has published in prestigious journals such as Conservation Biology, Operations Research and Journal of Computational and Applied Mathematics.

In The Last Decade

Lan Wu

24 papers receiving 410 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Lan Wu China	10	139	124	106	72	71	27	425
Fabrizio Maturo Italy	12	53 0.4×	93 0.8×	23 0.2×	41 0.6×	7 0.1×	54	473
George E. Policello United States	8	64 0.5×	150 1.2×	74 0.7×	22 0.3×	15 0.2×	10	643
Wagner Barreto‐Souza Brazil	15	142 1.0×	60 0.5×	211 2.0×	12 0.2×	42 0.6×	41	1.2k
Aurea Grané Spain	11	52 0.4×	88 0.7×	77 0.7×	14 0.2×	13 0.2×	50	411
Malwane M. A. Ananda United States	11	137 1.0×	43 0.3×	81 0.8×	10 0.1×	61 0.9×	37	580
Nikolay Robinzonov Germany	5	55 0.4×	94 0.8×	74 0.7×	17 0.2×	2 0.0×	8	324
Edward F. Wolff United States	9	94 0.7×	90 0.7×	229 2.2×	3 0.0×	20 0.3×	15	535
C. M. Cuadras Spain	13	106 0.8×	54 0.4×	116 1.1×	15 0.2×	5 0.1×	29	725
Alexandre B. Simas Brazil	10	47 0.3×	38 0.3×	40 0.4×	15 0.2×	6 0.1×	27	524
Wolfgang Polasek Switzerland	13	47 0.3×	130 1.0×	73 0.7×	16 0.2×	2 0.0×	67	511

Countries citing papers authored by Lan Wu

Since Specialization

Citations

This map shows the geographic impact of Lan Wu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Lan Wu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Lan Wu more than expected).

Fields of papers citing papers by Lan Wu

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Lan Wu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Lan Wu. The network helps show where Lan Wu may publish in the future.

Co-authorship network of co-authors of Lan Wu

This figure shows the co-authorship network connecting the top 25 collaborators of Lan Wu. A scholar is included among the top collaborators of Lan Wu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Lan Wu. Lan Wu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Wu, Lan, et al.. (2024). Dynamic capital allocation with reallocation cost. Operations Research Letters. 54. 107114–107114.

Lo, Andrew W., et al.. (2024). Optimal Impact Portfolios with General Dependence and Marginals. Operations Research. 72(5). 1775–1789. 1 indexed citations

Wu, Lan, et al.. (2023). Construct Smith-Wilson risk-free interest rate curves with endogenous and positive ultimate forward rates. Insurance Mathematics and Economics. 114. 156–175.

Lo, Andrew W., et al.. (2022). Optimal Impact Portfolios with General Dependence and Marginals. SSRN Electronic Journal. 1 indexed citations

Zhang, Ruixun, et al.. (2022). High-Frequency Liquidity in the Chinese Stock Market: Measurements, Patterns, and Determinants. SSRN Electronic Journal. 2 indexed citations

Wu, Lan, et al.. (2021). The success of AdaBoost and its application in portfolio management. International Journal of Financial Engineering. 2142001–2142001. 1 indexed citations

Wu, Lan, et al.. (2021). Optimal Execution considering Trading Signal and Execution Risk Simultaneously. Mathematical Problems in Engineering. 2021. 1–12. 1 indexed citations

Wu, Lan, et al.. (2020). Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process. Quantitative Finance. 20(8). 1285–1306. 1 indexed citations

Wu, Lan, et al.. (2020). Regime-switching herd behavior: Novel evidence from the Chinese A-share market. Finance research letters. 39. 101652–101652. 17 indexed citations

10.

Zhang, Yiming, et al.. (2019). The hydrocarbon accumulation characteristics of diverse buried hills in the Shulu sag, Jizhong depression. Zhongguo shiyou kantan. 24(6). 791–798. 2 indexed citations

11.

Di, Li, Jinwei Ren, Ting Zhang, et al.. (2018). Anti-fatigue effects of small-molecule oligopeptides isolated fromPanax quinquefoliumL. in mice. Food & Function. 9(8). 4266–4273. 58 indexed citations

12.

Bai, Yang & Lan Wu. (2017). Analytic value function for optimal regime-switching pairs trading rules. Quantitative Finance. 18(4). 637–654. 13 indexed citations

13.

Zhou, Jiang & Lan Wu. (2017). The distribution of refracted Lévy processes with jumps having rational Laplace transforms. Journal of Applied Probability. 54(4). 1167–1192. 3 indexed citations

14.

Yang, Yuehan & Lan Wu. (2016). Nonnegative adaptive lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling. Journal of Statistical Planning and Inference. 174. 52–67. 30 indexed citations

15.

Wu, Lan & Jiang Zhou. (2015). Occupation times of hyper-exponential jump diffusion processes with application to price step options. Journal of Computational and Applied Mathematics. 294. 251–274. 10 indexed citations

16.

Zhou, Jiang & Lan Wu. (2015). Occupation times of refracted double exponential jump diffusion processes. Statistics & Probability Letters. 106. 218–227. 3 indexed citations

17.

Zhou, Jiang & Lan Wu. (2015). The time of deducting fees for variable annuities under the state-dependent fee structure. Insurance Mathematics and Economics. 61. 125–134. 8 indexed citations

18.

Wu, Lan, Yuehan Yang, & Hanzhong Liu. (2013). Nonnegative-lasso and application in index tracking. Computational Statistics & Data Analysis. 70. 116–126. 61 indexed citations

19.

He, Jifeng & Lan Wu. (2011). Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate. Science China Mathematics. 54(7). 1457–1478.

20.

Wu, Lan. (2004). Imaging value on bone turnover of skeletal fluorosis. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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