Yu Sun-Peking University HSBC Business School(PHBS)

Assistant Professor

Yu Sun

Ph.D., The Chinese University of Hong Kong

Research Interests:Behavioral Finance and Economics, Portfolio Selection, Financial Technology, Stochastic Control

0755-2603 3096

yusun@phbs.pku.edu.cn

Office: Rm. 747 , PHBS Building

https://yusun058.github.io/

Biography

Education

Ph.D. in Systems Engineering and Engineering Management (Financial Engineering track), The Chinese University of Hong Kong, 2017–2022

B.Sc. in Physics, Beijing Normal University, 2013–2017

Employment

Postdoctoral Fellow, Department of Applied Mathematics, The Hong Kong Polytechnic University, 2022–2025.

Research Teaching

Working Papers

“Learning to Optimally Stop Diffusion Processes, with Financial Applications” (with Min Dai, Zuoquan Xu and Xunyu Zhou): submitted, 2024.

“Dynamic Portfolio Selection and Asset Pricing under Neo-Additive Probability Weighting” (with Xuedong He): submitted, 2023.