Edith X. Liu

PhD Candidate in Finance

Department of Finance

University of Pennsylvania

2300 Steinberg-Dietrich Hall

3620 Locust Walk

Philadelphia, PA 19104


Phone: (267) 304-6262
Fax: (215) 898-6200
kkliu@wharton.upenn.edu


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Research Interests :

International Finance and Macroeconomics, Empirical Asset Pricing, Portfolio Diversification and Risk Sharing


Education :

PhD in Finance, University of Pennsylvania, expected 2010

MSc in Finance Economics, London School of Economics, 2003

MS in Computer and Information Technology, University of Pennsylvania, 2002

BA in Mathematics (Magna Cum Laude), University of Pennsylvania, 1998


Job Market Paper:

“Corporate Bonds and International Portfolio Diversification” Nov. 2009
 


Working Papers:

“What Do International Asset Returns Imply About Consumption Risk Sharing?” June 2009, with Karen K. Lewis

“Heterogenous Preferences and International Risk Sharing” Feb 2008
 

References:

Karen K. Lewis

Urban Jermann

A. Craig MacKinlay

Francis X. Diebold

(215) 898-7637

(215) 898-4184

(215) 898-5309

(215) 898-1507

lewisk@wharton.upenn.edu

jermann@wharton.upenn.edu

acmack@wharton.upenn.edu

fdiebold@sas.upenn.edu

Last modified 11/2009