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Cambridge Finance Workshop - Yuan, Kathy

Cambridge Finance Workshop Series are usually held on Thursdays during term time. The workshops are an opportunity for those working in finance to present their latest results or papers.
When Oct 13, 2016
from 01:00 PM to 02:00 PM
Where Room W4.03, Cambridge Judge Business School
Contact Name
Contact Phone 01223768129
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Kathy Yuan

Professor Yuan received her Ph.D. in Economics from Massachusetts Institute of Technology. Prior to obtaining her Ph.D., she worked briefly in the Emerging Markets Trading Desk at J. P. Morgan (now JPMorgan-Chase).

Her research focuses on developing new asset pricing theories with heterogeneous information and market frictions and testing their empirical implications. In the past few years, she has examined how crises spread through international financial markets and how introducing benchmark securities such as treasury bonds or stock indices improves the overall market liquidity. She is currently working on modeling systematic risk using network theory, studying higher order beliefs and strategic complementarities in the financial market, building dynamic and multi-asset REE models of asset prices with short-sale and borrowing constraints, constructing new metrics for performance evaluations, and developing new asset pricing tests based on revealed beliefs in investor portfolio holdings.

She is a member of FMG, CEPR and has recently received Houblon-Norman Fellowship at the Bank of England.

Paper presented:

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