工作经历： 2019—至今， 南开大学金融学院助理教授 教育背景： 2005-2009 中南大学 管理学学士 2009-2011 Ohio State University Master of Science in Logistics Engineering 2011-2013 Fordham University Master of Science in Quantitative Finance 2013-2019 University of Connecticut PhD in Finance

资产（衍生品）定价，包括通过股票期权市场来提取股票投资者对未来股票走势的真实预期；研究定价核（pricing kernel) 在不同时期（牛市或者熊市)的特征，以及不同期限投资者（短线投资真或者长线）在不同时期风险规避的特征等。

Yuewu Xu and Xiangkun Yao (2019). Extending the Hansen-Jagannathan Distance Measure of Model Misspecification. Finance Research Letters, 29: 384—392. Joseph Golec, Yuewu Xu, and Xiangkun Yao (2022). Empirical Ross Recovery without Discretization. The Financial Review, 57(2): 345—367. “What Does Quality Mean to Value Investing in the Chinese Stock Market”, with Zhutin Lin and Yuewu Xu. “Bond Investments under Low Interest Rates: Evidence from Corporate Bond Mutual Fund Flows”, with Jingzhi Huang, Peipei Li, Yuan Wang, and Licheng Zhang. “Shared Analyst Coverage and Price Efficiency”, with Yu Wang. “What Information Can Ross’ Recovery Theory Recover? – Evidence from S&P 500 Index Option Prices”. “How Investor Protection Affects Managerial Risk-Taking? Private Benefits or Private Risks”, with Chinmoy Ghosh.