Yapei Zhang
Assistant Professor of Finance
Primary fields of interests: Household Finance, Asset Management, Empirical Asset Pricing Contact: zhangyp3@shanghaitech.edu.cn Website: |
Education
2019 Ph.D. in Finance at HEC Paris
2014 M.Sc. in Quantitative Economics and Finance at Ecole Polytechnique, Paris
2012 B.Sc. in Applied Mathematics and Social Science at University Claude Bernard, Lyon
Research
Working papers:
1. Seeking Skewness(Job Market Paper)
2. Cyclical Background Risk and Portfolio Choices: Evidence from Sweden, with Sylvain Catherine and Paolo Sodini, 2018
3. Multifractal Volatility Process with Jump-decay Pattern, with Laurent Calvet, 2016