Yunting Liu is a Tenured Associate Professor of Finance at School of Economics, Peking University. He holds a Ph.D. (2017) and M.A. (2014) in Economics from the Johns Hopkins University and B.S. in Mathematics and B.A. in Finance with distinction from Wuhan University.

His research interests include Asset Pricing, Financial Economics and Macro-Finance

CV (PDF)»

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Courses

• Undergraduate Computer Programming in Financial Engineering
• Master Security Analysis
• Master Fixed Income Securities

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Research Grants

• Principal Investigator: Construction, Estimation and Application of High-Dimensional Conditional Asset Pricing Models in the Big Data Context: National Natural Science Foundation of China, General Project 2026-2029
• Principal Investigator: Research on the Relation and Mechanism between Firm Productivity Volatility, Idiosyncratic Return Volatility and Cross-Section of Stock Returns: National Science Foundation of China Grant 2020-2022
• Main participant: Insurance Solvency Regulation and Insurer's Risk Decision: National Science Foundation of China Grant 2022-2025
• Main participant: The Effects of Economic Uncertainty on Financial Volatility Modeling and Forecasting: a Big Data and Heterogeneity Perspective: National Science Foundation of China Grant 2023-2026
• Co-Investigator: Research on Participants Incentives in Carbon and Electricity Markets under Carbon Peak and Neutrality Goals: Peking University New Engineering Discipline Grant 2022

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Selected Awards

• Excellence in Doctoral Thesis Advising Award, Peking University, 2025
• Baogang Distinguished Scholar Award, 2023
• Excellence in Refereeing Award, Economic Science Journal (《经济科学》), 2021
• Class Advisor Excellence Award , Peking University, China, 2019
• Third Prize Teaching Award, Peking University, China, 2017
• Department Fellowship, Johns Hopkins University, United States, 2014-2017
• T. Rowe Price Fellowship, Johns Hopkins University, United States, 2011-2014