上海科技大学人力资源管理
ShanghaiTech University Human Resources

Yapei Zhang    Assistant Professor, PI

Institute

School of Entrepreneurship and Management

Research Area

Household Finance, Asset Management, Empirical Asset Pricing

Contact Info.

zhangyp3@shanghaitech.edu.cn

 

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Biography

 

 

July 2019 Assistant Professor, PI at ShanghaiTech University, China

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 Interests

 

 

Household Finance, Asset Management, Empirical Asset Pricing

 

 

Selected Publications

 

 

Working papers:

1. Seeking SkewnessJob 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