CURRICULUM VITAE

 

A. BIOGRPHICAL INFORMATION

 

PERSONAL

Name: (Alan) Xian Yang

Contact Information:

Email: xian.yang@utoronto.ca

Website: http://www.chass.utoronto.ca/~xyang

 

DEGREES

Ph.D.Nov, 2001 University of Toronto
M.S. July, 1994 University of Windsor

MBA. July, 1988 Fudan University

B.S. July, 1982 Xi'an University of Technology

EMPLOYMENT

2006.01-now: MFE Program Course Instructor of Department of Economics of University of Toronto. Taught course ECO4050H1S/ECO2508H/ECO421H/ECO1551H-"Topics in Financial Risk Management".
1997.11-now: Senior Financial Engineer, Director of Financial Validation Group, Department of Research & Financial Engineering, SS&C Canada Inc. (used to be: Algorithmics Inc). Responsible for financial risk model development and validation.
1994.09-1997.09: Teaching Assistant and Research Assistant in the Department of Economics, University of Toronto. For courses such as Microeconomic Theory, Macroeconomic Theory, Econometrics, etc.
1992.09-1994.09: Teaching Assistant and Research Assistant in the Department of Economics, University of Windsor. For courses such as Microeconomic Theory, Macroeconomic Theory, Econometrics, Urban Economics, etc.
1988.09-1992.01: Engineer, Beijing Research Institute of Economic Theory and Technology (China).
1982.06-1986.09: Engineer, Ministry of Machine Building Industry.

HONORS

University of Toronto Connaught Scholarship, 1994-1995

University of Toronto Graduate Scholarship, 1995-1997

Canadian Governor General Gold Medal, 1994

PROFESSIONAL AFFILIATIONS AND ACTIVITIES

Membership of Northamerica Chinese Economics Association, 1994-now
Membership of PRMIA (Professional Risk Mangers International Association), 1994-now

B. ACADEMIC HISTORY

RESEARCH ENDEAVOURS

Financial Economics
Financial Risk Management
Empirical Asset Pricing
Portfolio Management
Econometrics
Modeling and Forecasting

C. SCHOLARLY AND PROFESSIONAL WORK

 

REFEREED PUBLICATIONS

 

''State-dependent preferences can explain the equity premium puzzle'', (with Angelo Melino) Review of Economics Dynamics 6(2003) 806-830.

 

''The expectations hypothesis, term premia, and the Canadian term structure of interest rates'', (with Walid Hejazi & Huiwen Lai) Canadian Journal of Economics (2000), v:33, p:133-148.

 

''A forest comparison of residential housing prices by parametric versus semi-parametric conditional mean estimators'', (with R.Gencay) Economics Letters 52 (1996) 129-135.

 

''Forecast comparisons of residential housing prices by parametric and semiparametric regression rules'', (with R.Gencay) Canadian Journal of Economics, XXIX Special Issue Part 2, April 1996, S515-S519.

 

HOME