Home > Faculty and Research > Academic Departments > Finance and Managerial Economics > Faculty > Tiu, Cristian

Cristian Tiu

Associate Professor
Finance and Managerial Economics Department

Education

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

Vita [PDF]

Research

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

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

Awards and Honors

Contact Information

Cristian Tiu
Associate Professor
Finance and Managerial Economics
School of Management
University at Buffalo
366 Jacobs Management Center
Buffalo, NY 14260-4000 

Tel: 716-645-3299
Email

Personal website