LIU Yan

LIU Yan is a Chair Professor at Tsinghua University, School of Economics and Management, affiliated with the Department of Finance. She holds the title of Chair Professor at the Institute of Innovation Management, Tsinghua Shenzhen International Graduate School, and serves as Vice Dean of the Shenzhen Institute of Economics and Management. Her research interests include empirical and theoretical asset pricing, financial econometrics, and financial modelling on big data. She has published extensively in top finance journals, including the Journal of Financial Economics and Management Science. Her work focuses on performance evaluation of funds, financial security, and risk management. She is also involved in academic leadership roles at Tsinghua University.

Yan Liu is a Chair Professor of Finance at Tsinghua University, specializing in asset pricing, financial econometrics, hedge funds, machine learning, and textual analysis. His research explores the cross-section of expected returns, performance evaluation, and the role of luck versus skill in financial markets. Liu's work addresses issues such as false discoveries, multiple testing methods, and the impact of fund flows on performance. He also investigates factors influencing mutual fund returns and the behavior of hedge funds. His publications emphasize the application of machine learning and textual analysis to financial economics, contributing to the understanding of market dynamics and investment strategies.