Yu Li is a Ph.D. candidate in Finance at the C. T. Bauer College of Business, University of Houston. He earned his Master Degree in Mathematics from University at Buffalo and his Bachelor Degree in Mathematics from Xiamen University, China.
Here is his C.V.
- Asset Pricing
- Characterizing Idiosyncratic Jump Risk: An Option-Based Approach (Job Market Paper)
- Supply, Demand, and and Risk Premiums in Electricity Markets (with Kris Jacobs and Craig Pirrong)
- Volatility Jump risk and the Cross-Section of Stock Return
M.A. in Mathematics, University at Buffalo
B.S. in Mathematics, Xiamen University, China