Description: This is the profesional profile of Yan Liu
research; ph.d. (1) research; ph.d.
Yan Liu Professor of Finance , Purdue University
mailing address: Krannert Building, 403 W. State Street, West Lafayette, IN 47907-2056, USA phone: (919) 428-1118 email: [email protected]
bio. I received my Ph.D. in finance from Duke University in 2014. My Ph.D. thesis consists of two parts: the first part studies asset market anomalies and proposes new methods to test asset pricing models; the second part develops the concept of generalized entropy and uses it to diagnose macro finance models. Before going to Duke, I obtained my M.A. in statistics (I was a Ph.D. candidate initially) from the University of Minnesota , Twin Cities, and my B.S. in mathematics (with distinction) from Tsinghua