A. BIOGRPHICAL INFORMATION
Name: (Alan) Xian Yang
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
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.
Universityof Toronto ConnaughtScholarship, 1994-1995
Graduate Scholarship, 1995-1997 Universityof Toronto
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
Financial EconomicsFinancial Risk ManagementEmpirical Asset PricingPortfolio ManagementEconometricsModeling and Forecasting
C. SCHOLARLY AND PROFESSIONAL WORK
''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.