Yangru Wu

Yangru Wu is Professor of Finance and Economics, and the Director of the Master of Quantitative Finance Program (MQF) at Rutgers Business School. The MQF Program has been ranked as a Top-10 Quant Finance Program in the U.S., and a Top-20 Financial Engineering Program in North America.

Professor Wu’s main research interests are international finance and empirical asset pricing. He has published over 60 papers in major journals in finance, economics and statistics, including Journal of Finance, Journal of Financial Economics, Journal of Monetary Economics, International Economic Review, The Economic Journal, and Biometrika. He has been ranked among the most prolific authors in finance and among the top 500 economists worldwide. Professor Wu has done research on financial anomalies, optimal investment strategies, interest rate arbitrage, technical trading rules, financial bubbles, currency forecast, data snooping and reality check.

Academic degrees

Ph.D., Ohio State University

Related News

Rutgers ranks among QuantNet's best financial engineering programs

QuantNet ranks Master of Quantitative Finance Program No. 16 in U.S.

Happy Anniversary: As it turns 20, MQF Program attracts its largest class of students

Rutgers Master of Quantitative Finance Program turns 20

Master of Quantitative Finance team earns 2nd place in global competition

Publications

SSRN: https://papers.ssrn.com/sol3/results.cfm

Google Scholar: https://scholar.google.com/citations?user=oSuISq0AAAAJ&hl=en&oi=ao

Dissertations Supervised

Name: Yuan, Peixuan

Graduation Date: 2021/May

Name: Chang, Hao

Graduation Date: 2020/May

Thesis Title: Essays in Empirical Asset Pricing

Name: Xiao, Yaqing

Graduation Date: 2018/May

Thesis Title: Three Essays on Financial Markets

Name: Xu, Weike

Graduation Date: 2016/October

Thesis Title: Two Essays on Empirical Asset Pricing

Name: Wang, Xinjie

Graduation Date: 2016/May

Thesis Title: Essays on CDS Liquidity

Name: Gorman, Michael

Graduation Date: 2016/May

Thesis Title: Essays on Measuring Asset Pricing Anomalies

Name: Picotti, Louis

Graduation Date: 2014/May

Thesis Title: Essays on Intra-market Efficiency and Financial Contagion

Name: Xiao, Keli

Graduation Date: 2013/October

Thesis Title: Essays on Housing Bubbles: Testing, Estimation and Fundamental Analysis

Name: Gu, Ming

Graduation Date: 2012/May

Thesis Title: Essays on Financial Anomalies

Name: Tsai, Hui-Ju

Graduation Date: 2010/October

Thesis Title: Essays on Optimal Portfolio Decision for Long-term Investors

Name:Yaxuan Qi

Graduation Date: 2007/May

Thesis Title: Essays on Household Finance and Asset Pricing

Name: Xiaowei Liu

Graduation Date: 2006/December

Thesis Title: An Empirical Study on Evidence and Sources of International Momentum

Name: Jun Wang

Graduation Date: 2005/February

Thesis Title: An Empirical Study of Momentum and Reversal in U.S. Equity Market