Full-time Professors | Full-time Lecturers | Visiting Professors |
Assistant Professor
Yu Sun
Ph.D., The Chinese University of Hong Kong
Research Interests:Behavioral Finance and Economics, Financial Engineering, 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

Assistant Professor, Peking University HSBC Business School, 2025–present

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


Research Teaching

Academic Papers

“Dynamic Portfolio Selection and Asset Pricing under Neo-Additive Probability Weighting” (with Xuedong He):  Management Science, accepted, 2026.


“Learning to Optimally Stop Diffusion Processes, with Financial Applications” (with Min Dai, Zuoquan Xu and Xunyu Zhou):  Management Science, accepted, 2025.


Stochastic Finance

Applied Stochastic Processes

CONTACT US

phbs

Peking University HSBC Business School(PHBS), University Town, Nanshan District Shenzhen 518055, P.R.China
phbs

0755-26031383
phbs

int.admission@phbs.pku.edu.cn

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