Mr Lan's research focuses on exchange rate predictability. The Meese and Rogoff puzzle rules out economic theory regarding the long-run effects on exchange rates leaving amble room for applied econometric models. The current literature suggests the use of linear macroeconometric models using Taylor rule or net foreign assets as predictors performing favourably to the standard random walk with drift model.

In his current research, Mr Lan will investigate the forecasting ability of sparse regressions selecting variables from a large panel. Then, the economic dynamics will be further explored by discussing which variables should be finally used in exchange rate forecasting and whether the models correctly capture potential time variations.

Currently, he is interested in exchange rate predictability, constructing hedging portfolios and financial risk management. In addition, he is also interested in IPO, private equity and venture capital.