Fang Liu
Assistant Professor at School of Hotel Administration
Schools
- School of Hotel Administration
Links
Biography
School of Hotel Administration
Biography
Fang Liu is an assistant professor of finance at the Cornell SC Johnson College of Business, School of Hotel Administration. She earned a PhD in business administration (finance) from Washington University in St. Louis, a master''s degree in financial mathematics from Stanford University, and a bachelor''s degree in finance from Nanjing University (China).
Liu''s current research focuses on theoretical and empirical asset pricing, volatility and risk, options, and rare disasters. Liu''s research has been published in the Journal of Financial Economics, the American Economic Journal: Microeconomics, and the Journal of Economic Theory.
Selected Publications
- Dybvig, Philip; Liu, Fang. "On Investor Preferences and Mutual Fund Separation" Journal of Economic Theory. 174 (2018): 224-260
- Kadan, Ohad; Liu, Fang; Liu, Suying. "Generalized Systematic Risk" American Economic Journal: Microeconomics. 8.2 (2016): 86-127
- Kadan, Ohad; Liu, Fang. "Performance Evaluation with High Moments and Disaster Risk" Journal of Financial Economics. 113.1 (2014): 131-155
Awards and Honors
- Doctoral Program Best Poster Award (2014) Washington University in St Louis
- AFA Doctoral Student Travel Grant (2014) ASSA Annual Meeting
- Doctoral Fellowship (2014) Washington University in St. Louis
- Hubert C. Moog Scholar (2012) Washington University in St. Louis
Recent Courses
- HADM 2220 - Finance
- HADM 3230 - Introduction to Investments
Academic Degrees
- PhD Washington University in St. Louis, 2015
- MS Stanford University, 2009
- BA Nanjing University (China), 2007
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