Yonggan Zhao
Professor
Related Information
Email: Yonggan.Zhao@dal.ca
Phone: 902-494-6972
Fax: 902-494-1503
Mailing Address:
Kenneth C. Rowe Management Building
6100 University Ave, Room 2016
Halifax, Nova Scotia, Canada B3H 4R2
Research Topics:- Capital budgeting
- Derivatives
- Equity and bond markets
- Exchange rates
- Financial risk assessment
- Hedging strategies
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Education
- BA/BSc (An Hui, China)
- MA/MSc (Western Kentucky)
- PhD (British Columbia)
Current Teaching
- COMM 4202 Derivatives
- COMM 4250 Theory of Finance
- BUSS 6201 Theory of Finance
- BUSS 6203 Econometrics for Business Research
Research Interests
Professor Zhao’s research interests include asset pricing and investment, Derivative securities pricing and hedging, risk management, and credit rating models. His work is interdisciplinary and collaborative. His research contributes to both theory and practice.
Selected Awards and Honours
- 2016Ìý SSHRC Insight Grant
- 2010Ìý Northern Finance Association best paper award.
- 2009Ìý SSHRC Research Grant
- 2007Ìý NSERC Research Grant
- 2006Ìý CFI Infrastructure Funding
Selected Publications
- Smart indexing under regime-switching economic states. Edirisinghe, C. & Zhao, Y. Applied Mathematical Finance 27, 442-456Ìý (2021)
- Optimal capital growth with convex shortfall penalties. MacLean, L.C., Zhao, Y. & Ziemba, W.T. Quantitative Finance 16, 101-117 (2016)
- Time-consistent investment policies in Markovian markets: A case of mean–variance analysisÌý Chen, Z., Li, G., & Zhao, Y. Journal of Economic Dynamics and Control 40(C), 293-316Ìý (2014)
- Optimal excess-of-loss reinsurance and investment problem for an insurer with jump-diffusion risk process under the Heston model ÌýÌýZhao, H., Rong, X, & Zhao, Y. ÌýInsurance: Mathematics and Economics 53, 504-514 (2013)
- A dynamic model of active portfolio management with benchmark orientation. Zhao, Y. Journal of Banking and Finance 31, 3336-3356Ìý (2007)