Contact Information:

Name: Yan Qian

Email: qianyan@cufe.edu.cn

Address: School of Finance, Central University of Finance and Economics, Shahe Advanced Education Park, Changping District, Beijing, 102206

Education:

2017.07-2023.05  University of North Carolina – Chapel Hill, Ph.D. in Economics

2015.01-2017.01  The George Washington University, M.S. in Statistics

2013.06-2014.05  Tulane University, M.S. in Finance

2008.08-2012.05  Southeast University, B.A. in Economics

Professional Experience:

2019.06-2021.05  SAS Institute, Econometrics Fellow

2023.07-now Assistant Professor, School of Finance, Central University of Finance and Economics

Research Interests:

Empirical Asset Pricing, Financial Econometrics, International Finance, Climate Change Finance

Working Papers:

[1] Ambiguity with Machine Learning, an Application to Portfolio Choice, with Eric Ghysels and Steve Raymond

[2] Global Sales, International Currency, and the Currency Denomination of Debt, with Riccardo Colacito and Andreas Stathopoulos

[3] Climate Change Risk and Uncertainty, and Housing Returns

Referee:

Management Science

Presentations and Discussions:

SED, EEA, Asian Meeting of Econometric Society, Australasian Meeting of Econometric Society, WFA, SFS Cavalcade, EFA, SoFiE, ASSA, AFA