RUOJUN (ROSALIN) WU
_____________________________________________________________________________________________________
Department of Economics
Phone: 858-736-7952
Email: ruwu@ucsd.edu
Webpage: http://www.econ.ucsd.edu/~ruwu/
Personal Information:
Gender: Female Citizenship: P.R.CHINA
Education:
Ph.D., Economics,
M.S., Statistics,
M.A., Economics,
B.A. International Finance,
Research Interest: Investment, Forecasting, Econometrics, and Macroeconomics
Research Papers:
--- Stock Return Variability, Forecast Revisions, and Investors’ Learning (Job market paper)
--- Out-of-sample Return Predictability under Constraints on the Equity Premium (with Pettenuzzo, Timmermann & Valkanov, 2007, working paper)
--- The Sampling Distribution of Variance Components in Stock Return Decompositions (2007, work in progress)
--- Demographic Trends, Health Economics, and Rapid Response in Southeast Asia: Focus on Thailand and the Point of Care (with Kost, Wongboonsin, Peungposop, & Chen, 2003, published)
Research Asistant:
Professor Allan Timmermann, UC San Diego, Economics & Rady School of Management 2004-2007
on
Professor
Robert Engle,
on Dynamic Conditional Correlation of Stock Returns;
Professor Wing Thye Woo, UC Davis, Economics, 2001-2003,
on various projects on
Professor Gerald Kost, UC Davis,
on Health and Economics in
Relevant Positions Held:
Intern, Nicholas-Applegate Capital Management, 2005.
Responsibilities: Literature research on Behavior Finance, Strategy simulation, etc.
Auditor, KPMG Huazhen, 2001
Programming: C, Matlab,
Statistics & Math Software: R, S-Plus, Mathcad, Minitab, SAS
Operating System: Linux, Windows
Teaching Experience:
Teaching Assistant at UC San Diego, Econometrics (Prof. Halbert White, Prof. Graham Elliot, etc), Behavioral Economics (Prof. Vincent Crawford), Financial Investments (Prof. Ivana Komunjer), and International Macroeconomics (Prof. Marc Muendler).
Honors and Fellowships:
2003 – Current: Tuition
Scholarship, UC
2001 – 2003: Tuition Scholarship, UC Davis
1997 – 2001: People’s
Scholarship,
REFERENCES
Professor Allan Timmermann, (Advisor)
Phone: (858) 534 0894
Email: atimmerm@ucsd.edu
Professor Graham Elliot
Economics Department
Phone: (858) 534-4481
Email: gelliott@weber.ucsd.edu
Phone: (858) 534-0898
Email：rvalkanov@ucsd.edu
Professor Jun Liu
Phone: (858) 534-2022
Email: junliu@ucsd.edu