Cristian Tiu

Chair, Associate Professor


PhD in Finance, University of Texas at Austin 
PhD in Mathematics, University of Texas at Austin


Tiu's research interests lie in empirical and theoretical investments. Specifically, he is interested in determinants of performance and asset allocation of nonstandard investors, such as hedge funds and university endowments, and how economic instability or market segmentation is reflected in the asset prices.

Selected Publications

Do the Best Hedge Funds Hedge? (with Sheridan Titman), Review of Financial Studies, Vol. 24, Issue 1, 2011

Asset Allocation and Portfolio Performance: Evidence from University Endowment Funds (with Keith C. Brown and Lorenzo Garlappi), Journal of Financial Markets, Vol. 13, 2010

On Level Curves of Value Functions in Optimization Models of Expected Utility (with Thaleia Zariphopoulou), Mathematical Finance, Vol. 10, Issue 2, 2000

Professional Associations

  • American Finance Association
  • Western Finance Association
  • American Real Estate and Urban Economics Association
  • Association of Governing Boards of Universities and Colleges

Awards and Recognition

  • Bruton Fellowship, University of Texas at Austin, 2002
  • Q-Group Research Grant, 2007 
  • Real Estate Research Institute Grant, 2009