Show 10 5 10 15 20 50 100 250 Sort by year (new to old) Actions Download search results Subscribe to news feed Your filters: cql: author="Lu, Wanbo" or (type any "bookEditor issueEditor" and editor="Lu, Wanbo") Add to list Journal Article A1 Estimation of factors using higher-order multi-cumulants in weak factor models Guanglin Huang, Wanbo Lu and Kris Boudt (UGent) (2026) JOURNAL OF BUSINESS & ECONOMIC STATISTICS. Add to list Journal Article A1 open access Dynamic core-satellite investing using higher order moments : an explicit solution Yanfeng Wang, Wanbo Lu and Kris Boudt (UGent) (2023) QUANTITATIVE FINANCE. 23(12). p.1815-1831 Add to list Journal Article A1 A misspecification test for the higher order co-moments of the factor model Wanbo Lu, Dong Yang and Kris Boudt (UGent) (2019) STATISTICS. 53. p.471-488 Add to list Journal Article A1 Higher order comoments of multifactor models and asset allocation Kris Boudt (UGent) , Wanbo Lu and Benedict Peeters (2015) FINANCE RESEARCH LETTERS. 13. p.225-233