职称:助理教授 职务:
电子邮箱:yx.zhang@ruc.edu.cn 办公电话:(86)10-62510446
教育背景:
应用数学学士 (UESTC), 精算研究硕士 (ANU), 统计硕士 (UChicago), 金融博士 (Imperial)
工作经历:
原资深定价精算师 (澳洲Suncorp金融集团), 现任人民大学金融财政学院应用金融系助理教授
主要研究领域:
Macro Finance, Household Finance
讲授课程:
Investment, Numerical Methods in Economics and Finance
论文:
"Stock Market Mean Reversion and Portfolio Choice over the Life Cycle", Journal of Financial and Quantitative Analysis, 2017
"Tactical Target Date Funds", Management Science, Forthcoming
"Life-Cycle Consumption and Portfolio Choice with an Imperfect Predictor", Journal of Banking and Finance, Rundefinedamp;R
学术会议与学术报告:
2017 CEPR, 2019 SFS, 2020 AFA, EFA