Zhenzhen Fan

Biography

Zhenzhen Fan is an assistant professor at the Asper School of Business, University of Manitoba. Dr. Fan obtained her Ph.D. in Economics from the University of Amsterdam (Amsterdam, the Netherlands) in 2017. Prior to joining the Asper School of Business, she worked as an assistant professor at Nankai University in Tianjin, China. Dr. Fan teaches both undergraduate and graduate courses at the Asper school. Her major research area is empirical asset pricing. Her recent projects explore how information in the derivatives market help to understand price dynamics in the equity and foreign exchange market.

Publications

Fan, Zhenzhen, Alexander Paseka, Zhen Qi, and Qi Zhang. "Currency carry trade: The decline in performance after the 2008 Global Financial Crisis." Journal of International Financial Markets, Institutions and Money 76 (2022): 101460.

Fan, Zhenzhen, Xiao Xiao, and Hao Zhou. "Moment risk premia and stock return predictability." Journal of Financial and Quantitative Analysis 57, no. 1 (2022): 67-93.

Fan, Zhenzhen, Juan M. Londono, and Xiao Xiao. "Equity tail risk and currency risk premiums." Journal of Financial Economics 143, no. 1 (2022): 484-503.

Research Interests

  • Asset Pricing
  • Derivatives
  • Portfolio Choice
  • Risk Management

Teaching Interests

  • Asset Pricing
  • Probability and Statistics
  • Investment
  • Financial Market