Theoretical and Empirical Asset Pricing, Investment Decision Making, Disaster Risk, Risk Management
Fang Liu is an assistant professor of finance at the Cornell School of Hotel Administration (SHA). 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 estimating the joint return distribution of different securities using option prices and its applications in a variety of areas including asset pricing, banking, and risk management. Liu’s research has been published in the Journal of Financial Economics, and accepted by the American Economic Journal: Microeconomics.
Courses TaughtSpring 2018
- Ph D, Washington University in St. Louis
- MS, Stanford University
- BA, Nanjing University (China)