最高学历:博士
职称:准任副教授
E-mail: yzhao@nankai.edu.cn
研究领域:
保险与风险管理,金融机构,金融市场,公司金融
工作经历:
2020-至今,南开大学,金融学院,助理教授
教育背景:
2014-2019,台湾交通大学,财务金融博士
1. Yang Zhao, & Min-Teh Yu*. (2020) “Predicting Catastrophe Risk: Evidence from Catastrophe Bond Markets” Journal of Banking and Finance, 121, 105982.
2. Carolyn W. Chang, Jack S.K. Chang, Min-Teh Yu*, & Yang Zhao. (2020) “Portfolio Optimization in the Catastrophe Space” European Financial Management, forthcoming.
3. Yang Zhao, Cheng-Few Lee, & Min-Teh Yu*. (2020) “Does Equity Market Timing have a Persistent Impact on Capital Structure? -Evidence from Equity Funding Supply in China” British Accounting Review, 52(1), 100838.
4. Yang Zhao, & Min-Teh Yu*. (2019) “Measuring the Liquidity Impact on Catastrophe Bond Spreads”. Pacific-Basin Finance Journal, 56, 197-210.
5. Jin-Ping Lee*, Edward M. H. Lin, Juichia Lin, & Yang Zhao. (2019) “CEO Overconfidence and Bank Systemic Risk” North-American Journal of Economics and Finance, 100946.
6. Xiaodan Li, Yang Jiao, Min-Teh Yu, & Yang Zhao*. (2019). “Founders and the Decision of Chinese Dual-Class IPOs in the U.S.” Pacific-Basin Finance Journal, 57, 101017.
7. Jai-Jen Wang*, Jin-Ping Lee, & Yang Zhao. (2018). “Pair-trading profitability and short-selling restriction: Evidence from the Taiwan stock market” International Review of Economics & Finance, 55, 173-184.
8. Jin-Ping Lee, Edward M.H. Lin, Min-Teh Yu*, & Yang Zhao. (2017). “Bank Capital Standards and Subordinated Debt Prices.” Advances in Pacific Basin Business, Economics and Finance, 5, 77-99.
●“Does Equity Market Timing have a Persistent Impact on Capital Structure? -Evidence from Equity Funding Supply in China”
1) 9th NCTU International Finance Conference, Hsinchu, 01/2016
2) 2016 International Conference of Taiwan Finance Association, Taipei, 03/2016
3) 24th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, Hsinchu, 06/2016
4) The 11th NCTU International Finance Conference, Hsinchu, 12/2017
● “Prediction Markets for Catastrophe Risk: Evidence of Catastrophe Bond Markets”
5) 2016 Taiwan Risk and Insurance Association (TRIA) Annual Meeting, Taipei, 12/2016
6) 21st International Congress on Insurance: Mathematics and Economics - IME 2017, Vienna, 07/2017
7) Financial Management Association (FMA) 2018 Annual Meeting, San Diego, 10/2018
8) 29th European Financial Management Association (EFMA) conference, Dublin, 03/2020
●“Liquidity Premium and Catastrophe Bond Spread”
9) 2017 Taiwan Risk and Insurance Association (TRIA) Annual Meeting, Hsinchu, 12/2017
10) 2018 Meeting of Central Taiwan Finance Association, Yunlin, 05/2018
11) Asia-Pacific Risk & Insurance Association (APRIA) 23rd Annual Conference, Soeul, 07/2019
●“Founders and the Decision of Chinese Dual-Class IPOs in the U.S.”
12) 2017 China International Risk Forum, Shanghai, 12/2017
13) 2018 International Conference of Taiwan Finance Association, Taipei, 05/2018
●“CEO Overconfidence and Bank Systemic Risk”
14) 26th Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management, New Jersey, 09/2018
●“Climate Risk and Catastrophe Bond Prices”
15) 18th Asia-Pacific Conference on Global Business, Economics, Finance & Social Sciences, Bangkok, 02/2018
16) 2018 Risk Management and Insurance Seminar and Econometric Workshop, Taipei, 06/2018
17) 2018 Vietnam’s Business and Economics Research Conference, Ho Chi Minh, 07/2018
18) Asia-Pacific Risk and Insurance Association (APRIA) 2018 Annual Conference, Singapore, 07/2018
19) Annual Conference on Financial Engineering Association of China, Fuzhou, 10/2019
20) 11th China Forum for Risk Management and Actuarial Science, Xiamen, 11/2020
●“An Empirical Investigation of the Determinants of Mortality -linked Bond Prices”
21) 2019 International Conference of Taiwan Finance Association, Taipei, 05/2019
22) Western Economic Association International 94th Annual Conference, San Francisco, 07/2019
学术期刊审稿人
Pacific-Basin Finance Journal;
Review of Quantitative Finance and Accounting;
Emerging Markets Finance and Trade;
North American Journal of Economics and Finance;
Review of Pacific Basin Financial Markets and Policies