Dr. CUI Liyuan (崔麗媛博士)

PhD - Economics (Cornell University)
MPS - Statistics (Cornell University)
BS - Mathematics (Wuhan University)

Assistant Professor

Dr. CUI Liyuan (崔麗媛博士)

Contact Information

Address: 9-237, Lau Ming Wai Academic Building
City University of Hong Kong
Phone: +852 34428450
E-mail:
liyuan.cui@cityu.edu.hk
SSRN Web:
http://papers.ssrn.com/author=3480523
Public CV: Download

Research Areas

  • Financial Econometrics
  • Asset Pricing
  • Macro- finance
  • Behavioral Finance

Research Grant

  • PI: "A Mixed Convex Penalized Machine Learning Approach for High-Dimensional Financial Data with its Application on Vast Portfolio Selections", GRF - UGC , (2020-2022) , Liyuan Cui
  • PI: "适用于非线性、非平稳变量的非参数有效估计方法以及其在资本资产定价理论中的应用", 青年基金项目 - 国家自然科学基金 , (2019-2021) , Yue Ma and Junhui Wang
  • PI: "A Local Series Estimation Method with its Application in Asset Pricing Models with Time-varying State Variables", ECS - UGC , (2019-2021) , Liyuan Cui
  • PI: "房地产调控政策效果的空间异质性:理论机制及基于成都市的大数据实证研究", 软科学面上项目 - Chengdu Science and Technology Research Grants , (2019-2020) , Jinming Yan, Huayi Yu and Tao Zhang

Publications

Journal Publications and Reviews