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Patrick Lu 嘉泺
Patrick Lu 嘉泺 is 40% done with Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications (Technical Incerto)
Arrogant dismissal of financial statistics and endless criticisms of social science methodologies.
Jun 11, 2025 11:22PM Add a comment
Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications (Technical Incerto)

Patrick Lu 嘉泺
Patrick Lu 嘉泺 is 15% done with Fixed Income Securities: Valuation, Risk, and Risk Management
3 weeks into my grad school fixed income course. Derivations appear daunting initially, but the first half is very accessible.

Learning about convexity felt like learning a niche way to use screwdrivers when you are a barista——you probably won't need it in the future, but knowing more won't harm.
Feb 26, 2025 05:30AM Add a comment
Fixed Income Securities: Valuation, Risk, and Risk Management

Patrick Lu 嘉泺
Patrick Lu 嘉泺 is 70% done with Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)
Advanced topics in panel data, IV regression, and logistic models
Apr 08, 2023 08:50AM Add a comment
Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)

Patrick Lu 嘉泺
Patrick Lu 嘉泺 is 70% done with Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)
Advanced topics in panel data, IV regression, and logistic models
Apr 08, 2023 08:49AM Add a comment
Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)

Patrick Lu 嘉泺
Patrick Lu 嘉泺 is 70% done with Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)
Advanced topics in panel data, IV regression, and logistic models
Apr 08, 2023 08:49AM Add a comment
Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)

Patrick Lu 嘉泺
Patrick Lu 嘉泺 is 45% done with Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)
Heteroskedasticity, proxy variables, and data specifications.
Dec 11, 2022 09:30AM Add a comment
Introductory Econometrics: A Modern Approach (Upper Level Economics Titles)

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