Email
Public CV
Research Areas
Asset Pricing Theory
Financial Economics
Financial Stability
Qualifications
DPhil - Financial Economics (SAID Business School, University of Oxford)
MA - Mathematics of Finance (Columbia University)
BS - Physics, Economics (Peking University)
Biography
Ji Yan joined City University of Hong Kong as an Assistant Professor of Finance in August 2018. He received his DPhil degree from SAID Business School at University of Oxford, UK. Before that, Dr. Yan obtained his M.A. in Mathematics of Finance from Columbia University, US, and B.S. in Physics and Economics from Peking University, China.
Dr. Yan's research area includes asset pricing theory, financial economics, and financial stability. His current research focuses on collateral constraints, leverage, market incompleteness, and their policy implications.
Publications
Conference Papers
Yan, Ji / Mortgages, financial intermediation, and optimism. June 2019; 2019 Asian Meeting of the Econometric Society, 14/06/2019 - 16/06/2019, Xiamen, China.
Yan, Ji / Belief Disagreement, Collateral and Endogenous Leverage. June 2019; 19th Annual SAET Conference, 30/06/2019 - 06/07/2019, Ischia, Italy.
Working Papers
Espinoza, Raphael A.; Segoviano, Miguel A.; Yan, Ji / Systemic Risk Modeling: How Theory Can Meet Statistics. March 2020;