Yu Xu

Yu Xu is an assistant professor of finance at the University of Delaware’s Alfred Lerner College of Business and Economics. He received his Ph.D. in finance from MIT Sloan in 2015. His research interests include asset pricing, credit risk, international finance, labor and macro-finance.

Education

Ph.D. in finance, Massachusetts Institution of Technology

Select Publications

• “Time-varying Risk Premium and Unemployment Risk across Age Groups,” with Indrajit Mitra, Review of Financial Studies, 2020, 33(8): 3624-3673.
• “Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads,” with Hui Chen and Jun Yang, forthcoming, Journal of Financial Economics.

Awards & Honors

• Early Career Scheme Grant, Hong Kong Research Grants Council, 2016.
• TCW Best Paper Award, China International Conference in Finance, for “Systematic Risk, Debt Maturity, and the Term Structure of Credit Spreads,” 2012.

Companies

• Assistant Professor Of Finance University of Delaware (2020)
• Assistant Professor of Finance The University of Hong Kong (2015 — 2020)
• Financial Engineering Intern Allianz Life (2008 — 2008)
• Actuarial Intern AEGON (2008 — 2008)