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.
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