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教育背景：

数量金融学博士，英国格拉斯哥大学，2011.9-2016.6

计量经济学博士培训，英国剑桥大学，2013.6-2013.7

金融与投资学硕士，英国埃塞克斯大学，2009.9-2010.12

经济学学士（统计学，金融学），江西财经大学，2005.9-2009.7

研究领域：

金融风险管理（市场风险，信用风险），投资组合优化，资产定价实证，金融计量经济学

教学经历：

讲师，硕士研究生导师，江西财经大学，2016.9-至今

助教，格拉斯哥大学，亚当斯密商学院经济系，2012.9-2015.6

国际组织与期刊任职：

Quantitative Finance (匿名审稿人);

Annals of Operational Research (匿名审稿人)

Journal of Forecasting (匿名审稿人);

International Review of Financial Analysis (匿名审稿人);

Royal Economic Society 英国皇家经济学会会员

教授课程：

Econometrics I，格拉斯哥大学经济系本科，2012-2013
Econometrics II，格拉斯哥大学经济系本科，2013-2014
Empirical Asset Pricing，格拉斯哥大学经济系研究生，2014-2015
Financial Econometrics II，本科FRM专业双语，江西财经大学，2016-2017
金融研究方法，博士双语课程，江西财经大学，2016-2017

English Readings in Finance and Economics，本科英语教学，江西财经大学，2017-2018

金融大数据分析与编程建模，研究生课程，江西财经大学，2017-2018

主要科研成果：

[1] "Relation between Higher Order Comoments and Dependence Structure of Equity Portfolio", with M. Cerrato, J. Crosby and M. Kim, Journal of Empirical Finance, 40 (2017): 101-120.

[2] "The Joint Credit Risk of UK Global-Systemically Important Banks", with M. Cerrato, J. Crosby and M. Kim, Journal of Futures Markets, 37 (2017): 964-988.

[3] "Neural Network Copula Portfolio Optimization for Exchange Traded Funds", with G. Sermpinis and C. Stasinakis, Y. Shi, Quantitative Finance, forthcoming.

[4] "Does the introduction of index futures stabilize stock markets? Further evidence from emerging markets", with A. Kutan, Y. Shi and M. Wei, International Review of Economics & Finance, forthcoming.

工作论文：

[5] "The Dependence Structure between the Equity Market and the Foreign Exchange Market: Why it Matters for Global Asset Allocation?", with M. Cerrato, M. Kim and J. Yang, Working Paper, 2017.

[6] "Dynamic Default Correlations in Financial System", with X. Zhang and M. Kim, Working Paper, 2017. (R&R Journal of Banking and Finance)

[7] Dependence Structure between Equity and Foreign Exchange Rate and Tail Risk Forecast of Overseas Investments, with M. Kim, Working Paper (under reviewed by the International Journal of Forecasting)​

[8] "The Term Structure of Option Implied Volatility and Realized Volatility of Futures Markets", with Y. Shi, Y. Xu and H. Zhao, Working Paper, 2017.

进行中的研究：

[9] "The Price of Time-varying and Asymmetric Dependence: International Asset Pricing Approach", with M. Cerrato and M. Kim, Working Paper.

[10] "The Dependence Structure of the UK Equity Factors", with M. Kim and Y. Shi, Working Paper.

[11] "Stock Liquidity and Portfolio Optimization", with P. Sun and X. Zhang, Working Paper. 

[12] "Economic Prosperity and Environmental Degradation: Empirical Evidence from the Chinese Provinces", with Paramati, S.R., Y. Shi and W. Yan, Working Paper.

[13] "Capital Requirements for the Insurance Companies", with X. Zhang and Q. Lu, Working paper.

[14] "Factor Return Predictability and Portfolio Optimization", with G. Sermpinis and C. Stasinakis, Working paper.​

主持或参与基金项目：

[1] 江西省高校人文社会科学重点研究基地2016年度项目,（项目编号：JD16053），2017-2018，主持；

[2] HEFCE Newton Fund Official Development Assistance Allocation, (Project Number: RI350011), 2017-2019, External Collaborator.

论文入选会议：

The Six International Conference on Futures and Other Derivatives, November 2017, Ningbo, China.

The 30th Australasian Finance and Banking Conference, December 2017 Sydney, Australia.

The 49th Money, Macro and Finance Research Group Annual Conference, September 2017, London, UK.

IFABS Asia 2017 Ningbo Conference, September 2017, Ningbo, China.

The 7th International Conference of the Financial Engineering and Banking Society, Banking, Financial Markets, Innovation and Regulation, June 2017, Glasgow, UK.

The 1st International Conference on Econometrics and Statistics, June 2017, Hong Kong, China.

2017 FMA Applied Finance Conference, May 2017, New York, USA.

The 2016 International Conference on Futures and Other Derivatives, December 2016, Shenzhen, China.

The 2016 Annual Conference of the Royal Economic Society (RES), March 2016, Brighton, UK.

The British Accounting and Finance Association (BAFA) Annual Conference 2016, March2016, Bath, UK.

The 2016 Royal Economic Society (RES) PhD Meetings, January 2016, London, UK.

The 1st YoungFinance Scholars' Conference, Best paper award,May 2014, Brighton, UK.

The 6th CEQURA Conference, October 2015, Munich, Germany.

Quant Europe 2015 conference (organized by Risk Magazine), April 2015, London, UK.

ICBI Global Derivatives conference in Amsterdam, May 2015, Amsterdam, Netherlands.

个人学术网页：https://sites.google.com/site/yangzhaoshomepage/