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Chi Wan |
Research fields: financial economics, econometrics, investment
Expertise:
• market microstructure and asset pricing anomalies
• financial risk management
• quantile regression
Short biography:
Chi Wan received his B.Sc. in Physics from Nanjing University and his M.A. and Ph.D. from Boston College. He has undertaken research in the areas of financial economics and econometrics, including: (i) robust estimation of conditional idiosyncratic volatility and conditional quantiles of asset returns in aid of better understanding asset pricing anomalies; (ii) implementation of coherent risk measures in portfolio selection and financial risk management; and (iii) the effect of macroeconomic uncertainty on credit risk spreads.