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Xuecan Cui Associate Professor

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Research Interests

FinanceTheory, Asset Pricing, Agency Problem, Jump Processes and Systemic Risk


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 Reseacher, 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


Research Grant and Scholarship

2013-2017 AFR PhD Grant, Luxembourg National Research Fund

2010-2011 Luxembourg Government Scholarship


Refereeing and Reviewing

Referee forJournal of Economic Dynamics and Control, Finance Research Letters, Finance (Journal of the French Finance Association)


Working Papers

Trading, Agency, and Differences in Belief(with Philip H. Dybvig)

Impact of CoVaR Constraints on Financial Markets (with Carole Bernard)

Asset Pricing Model with underlying Time-Varying Levy Processes

The (Un)Importance of Small Jumps in Levy Model Option Pricing (with Ales Cerny)


Teaching

Investment, Undergraduate, School of Finance, SWUFE

Corporate Finance, Undergraduate, RIEM, SWUFE

Bank Risk Management, Undergraduate, RIEM, SWUFE

International Financial Risk Management, Master course, Grenoble Ecole de Management.

Financial Applications using Excel, Master course, University of Luxembourg.

Probability and Statistics (TA), Bachelor course, University of Luxembourg.


Contact

Office 201, Institute of Financial Studies

Southwestern University of Finance & Economics

No 55, Guanghuacun Street, Chengdu 610074, China

Email:cuixc@swufe.edu.cn

Website:www.cuixuecan.com


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