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Rui Yao

Associate Professor of Finance

Associate Professor of Finance

Rui.yao@baruch.cuny.edu
http://faculty.baruch.cuny.edu/ryao

Education:

BS Peking (Beijing) University Urban Planning and Real Estate 1996
PhD Kenan-Flagler Business School,
UNC-Chapel Hill
Finance 2002

Areas of Expertise:

Asset Allocation, Real Estate Finance, Housing Economics

Selected Publications:

"The Life-Cycle Effects of House Price Changes" (with Wenli Li), Journal of Money, Credit and Banking, 39(6), 1375-1409, 2007.

"How Do House Price Changes Affect Consumption?" (with Wenli Li). Federal Reserve Bank of Philadelphia Business Review, Q1 2006

"Optimal Consumption and Portfolio Choices with Risky Housing and Borrowing Constraints" (with Harold Zhang). Review of Financial Studies, January 2005, 18(1), 197-239

"A Proportional Hazard Model of Commercial Mortgage Default with Originator Bias" (with Brian A. Ciochetti, Gail Lee, James Shilling and Yongheng Deng), Journal of Real Estate Finance and Economics, 27(1), (2003).

"The Termination of Lending Relationships through Prepayment and Default in the Commercial Mortgage Markets: A Proportional Hazard Approach with Competing Risks" (with Brian A. Ciochetti, Bin Gao and Yongheng Deng), Real Estate Economics, 30(4), 595-633, (2002).

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