Fan Yu, Ph.D.


Areas of Expertise

Financial Economics


Selected Research and Publications

  • "Endogenous Liquidity in Credit Derivatives," with Jiaping Qiu, Journal of Financial Economics 103(3), 611-631 (2012)
  • "The Market for Corporate Control and the Cost of Debt, with Jiaping Qiu, Journal of Financial Economics 93(3), 505-524 (2009)
  • "Risk and Return in Fixed Income Arbitrage: Nickels in Front of a Steamroller?" with Jefferson Duarte and Francis Longstaff, Review of Financial Studies 20(3), 769-811 (2007)
  • "Accounting Transparency and the Term Structure of Credit Spreads," Journal of Financial Economics 75(1), 53-84 (2005)
  • "Counterparty Risk and the Pricing of Defaultable Securities, with Robert Jarrow, Journal of Finance 56(5), 1765-1799 (2001)



Fan Yu, Ph.D.

Gordon C. Bjork Professor of Financial Economics and George R. Roberts Fellow

Education: Ph.D., Cornell University; B.Sc., McMaster University
Department: Robert Day School
Office Hours:
  Monday, 04:00PM - 05:00PM
  Wednesday, 04:00PM - 05:00PM
Email: fyu@cmc.edu
Phone: (909) 607-3345
Fax:
Address: Bauer Center 319
Website: Web Site
Curriculum Vitae: CV

Media Contact

For more information, please contact the Claremont McKenna College Public Affairs Office at (909) 621-8099