Zhenzhen Fan

Biography

Zhenzhen Fan is an assistant professor at the Asper School of Business, University of Manitoba. Zhenzhen obtains her Ph.D. in Economics from the University of Amsterdam (Amsterdam, the Netherlands) in 2017. Prior to joining the Asper school, she worked as an assistant professor at Nankai University in Tianjin, China. Zhenzhen teaches both undergraduate and graduate courses at the Asper school. Zhenzhen’s 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, Xiao Xiao, and Hao Zhou. "Moment Risk Premia and Stock Return Predictability." Journal of Financial and Quantitative Analysis, forthcoming.

Fan, Zhenzhen, Juan M. Londono, and Xiao Xiao. "Equity tail risk and currency risk premiums." Journal of Financial Economics, forthcoming.

Research Interests

  • Asset Pricing
  • Derivatives
  • Portfolio Choice
  • Risk Management

Teaching Interests

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