Education
PhD, Collaborative Program in Finance and Economics, Department of Economics and Joseph L. Rotman School of Management, University of Toronto, Canada MA, Economics, University of Toronto, Canada Bachelor of Economics, International Finance, Dongbei University of Finance and Economics, China
Research Areas
Areas
Liquidity Analysis, Asset Pricing, Derivatives and Risk Management
On-going Projects
“Is the S&P 500 Index Tradable? ”, Manuscript. (2006) “S&P 500 Index Options and Put-Call Parity”, Manuscript. (2007) “Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives”, working paper, joint with Christian Gourieroux and Joann Jasiak.
Teaching at ESSEC
"Finance Refresher", MBA Grande Ecole Program "Financial risk management", Advanced Master in Financial Engineering Program "Financial Theory", MBA Program
Other Teaching Activities
Lecturer, "Financial Markets and Institutions", Iowa State University Business School, 2007. Course Instructor, "Business Finance", Rotman School of Management, University of Toronto, 2006.
Awards and Distinctions
CFA Institute Society Scholarship, 2009 Thesis Completion Grant, 2004-2006 University of Toronto Doctoral Fellowship, 2000-2005 Department Research Award, 2003-2004 International Recruitment Award, 2000-2002 University of Toronto Fellowship for MA, 1999-2000
Scientific Activities
Conference Presentations
Financial Management Association Annual Meeting (Presenter and Discussant), Reno, US, 2009
Affiliations and Academic Responsibilities
Member, American Finance Association, 2007 – 2009 Member, Financial Management Association, 2007 – 2009 Resident Graduate Student, Institute for Policy Analysis, University of Toronto, 2003 – 2007 Member, Canadian Economics Association, 2003 Professional Experience
Graduate Teaching Assistant, University of Toronto, 1999 – 2006 Research Assistant, University of Toronto, 2003 Manager of the Department of Trade, Shin Nihon Global Inc., China, 1998-1999 Intern, Bank of China, China, 1997
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Useful Links
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Finance
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Contact
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E-mail
ESSEC Asian Center 100 Victoria Street #13-02 National Library Singapore
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