Full-time Professor

Yapei Zhang

Publish Time:2019-09-06

Yapei Zhang

Assistant Professor of Finance



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Primary fields of interests: 

Household Finance, Asset Management, 

Empirical Asset Pricing


Contact:

zhangyp3@shanghaitech.edu.cn


Website:

https://yapeizhang.com



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