Research Interests
FinanceTheory, Asset Pricing, Agency Problem, Tail Risk, and Systemic Risk
Personal Website
www.cuixuecan.com
Experience
2018-now Associate Professor of Finance (Tenure Track), IFS, SWUFE, Chengdu, China
Spring 2019 Visiting Scholar at Olin Business School, Washington University in St. Louis, MO, US
2018-2018 Assistant Professor of Finance (Tenure Track), IFS, SWUFE, Chengdu, China
2017-2018 Postdoctoral Researcher, Grenoble Ecole de Management, Grenoble, France
Education
Ph.D. in Finance, Luxembourg School of Finance, University of Luxembourg, 09/2017
Visiting Ph.D. Student, Cass Business School, City University of London, Spring 2016
M.Sc. Finance and Economics, University of Luxembourg, 07/2013
M.Sc. Financial Mathematics, University of Luxembourg, 07/2012
B.Sc. Applied Mathematics, Tongji University, Shanghai, China, 07/2010
Publication
Impact of Systemic Risk Regulation on Optimal Policies and Asset Prices, with Carole Bernard, Journal of Banking and Finance, Volume 154, September 2023
Working Papers
Incentive for Traders: Ideal and Heuristic Contracts (with Philip H. Dybvig)
Enhance Jump Test with Time Deformation (with Yufan Chen and George J. Jiang)
Asset Pricing Model with underlying Time-Varying Levy Processes
The (Un)Importance of Small Jumps in Levy Model Option Pricing (with Ales Cerny)
Refereeing and Reviewing
Referee for Annals of Operations Research, Journal of Economic Dynamics and Control, Journal of Financial Stability,
North American Journal of Economics and Finance, International Review of Economics and Finance, Finance Research Letters,
Finance (Journal of the French Finance Association)
Teaching
Asset Pricing, PhD program, Research Institute of Economics & Management, SWUFE
Bank Risk Management, Undergraduate, RIEM, SWUFE
Investment, Undergraduate, School of Finance, SWUFE
Academic Research and Writing, Undergraduate, School of Finance, SWUFE
International Financial Risk Management, Master course, Grenoble Ecole de Management
Financial Applications using Excel, Master course, University of Luxembourg
Contact
Institute of Financial Studies
Southwestern University of Finance & Economics
No. 55, Guanghuacun Street, Chengdu 610074, China
Email: cuixc@swufe.edu.cn
