Full CV

PhD John M. Olin School of Business, Washington University, St. Louis, 2004

MSBA John M. Olin School of Business, Washington University, St. Louis, 2001

MS Dept of Mathematics, Wuhan University, China, 1997

BS Dept of Mathematics, Wuhan University, China, 1994

Academic Positions Held

Current Appointment:

Assistant Professor, Singapore Management University (2004– Present)

Honors & Awards

Pacific Basin Finance Journal Prize (First Prize), July 2006

Lee Foundation Fellowship for Research Excellence at SMU, 2005-2006

Doctoral Fellowship, Washington University in St. Louis, 1998--2003

Courses Taught in SMU

Analysis of Derivative Securities

Research Areas

Empirical Asset Pricing

Portfolio Management

Bayesian Financial Analysis

Current Projects

"Incorporating the Economic Objective into Priors: Portfolio Choice Under Parameter Uncertainty", (with Guofu Zhou), 2006.

“Are Bull and Bear Markets Economically Important?” 2006.

Selected Book, Journal & Other Publications

Yongmiao Hong, Jun Tu and Guofu Zhou, "Asymmetries in Stock Returns: Statistical Tests and Economic Evaluation'', Review of Financial Studies , Forthcoming

Jun Tu and Guofu Zhou (2004), “Data-Generating Process Uncertainty: What Difference Does It Make in Portfolio Decisions?'', Journal of Financial Economics, 72 (May), 385-421.