Yuewu Xu

Adjunct Assistant Professor of Finance

Leonard N. Stern School of Business
Kaufman Management Center
44 West 4th Street, 9-150
New York, NY 10012
Phone number: (212) 998-0300
Email: Pending

Teaches	Research Interests
Futures and Options	Theoretical/Empirical Asset Pricing Continuous-time Finance Financial Econometrics

Academic Background

Ph.D., Finance, Yale University
Ph.D., Statistics, Yale University
MS Program, Mathematics, Beijing Normal University
BS, Mathematics, Beijing Normal University

Experience

Assistant Professor of Finance, Fordham University School of Business
Director of Investment Strategy and Research, TIAA-CREF
Associate Analyst for Chief Investment Officer, TIAA-CREF

Publications

"Evaluating Asset Pricing Models Using the Second Hansen-Jagannathan Distance," w/ Haitao Li and Xiaoyan Zhang, Journal of Financial Economics (forthcoming).
"Maximum Likelihood Estimation of Time-Inhomogeneous Diffusions," w/ Alexei Egrov, Haitao Li, Journal of Econometrics
"Survival Bias and the Equity Premium Puzzle," w/ Haitao Li, Journal of Finance