Professor Yangru Wu speaks during the Rutgers Master of Quantitative Finance Summit in New York City.

Faculty Snapshot: His research is part of the lesson in financial modeling

Yangru Wu is a professor of finance and economics and director of the Master of Quantitative Finance Program.


International finance, asset pricing, applied time-series analysis.

Current research

He continues to do research to uncover and explain some of the most important anomalies in the financial market. Through his research, he ultimately wants to determine if a set of economic variables can be used to forecast a stock’s performance. "There is significant predictability in the equities market," he said. "Stock returns are not random." He is currently teamed up with a Ph.D. student to advance some of his previous findings. The paper is expected to be published before the end of the year.

His favorite class to teach

Financial modeling

Outside the classroom

"I like to swim at the YMCA twice a week. I grew up in a coastal city in the southern China, in the Guangdong Province. I’m a good swimmer, not competitive, but skilled. If I had more time, I would like to swim more."

Why he likes academia

"I like to think. I like to challenge myself and think independently. I find teaching to be enjoyable. It’s not just a service. It’s reinforcing my research. While I’m teaching, I’m also learning. It suits me very well."

-Susan Todd

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