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University of Colorado Denver Business School, offering Bachelor, MBA, MS, and PhD degrees

Business School, University of Colorado Denver
 


Yufeng Han, Assistant Professor of Finance

Education

  • Ph.D., Finance, May 2003. John M. Olin School of Business, Washington University in St. Louis, St. Louis, Missouri.
  • M.S., Finance, May 2003. John M. Olin School of Business, Washington University in St. Louis, St. Louis, Missouri.
  • M.A., Microbiology & Molecular Cell Biology, September 1997. State University of New York at Buffalo, Buffalo, New York.
  • B. S., Biological Sciences & Biotechnology, Applied Physics, July 1994. Tshinghua University, Beijing, P. R. China.

Academic Positions

  • 2009 - Present: Assistant Professor of Finance, The Business School, University of Colorado Denver, Denver, Colorado.
  • 2003 - 2009: Assistant Professor of Finance, A. B. Freeman School of Business, Tulane University, New Orleans, Louisiana.

Research Interests

  • Empirical Asset Pricing, Investment, Mutual Funds, International Finance, Term Structure, Bayesian Financial Analysis, Financial Econometrics.

Selected Publications

  • "Asset Allocation with a High Dimensional Latent Factor Model," the Review of Financial Studies, 2006, 19(1): 237-271.

Work-in-Progress

  • "Style Shifting and Benchmark Gaming" (with Michael Rebello)
  • "Beta Variability and the Cross-Section of Expected Returns" (with Guofu Zhou)
  • "Liquidity and Credit Risk in Emerging Debt Markets" (with David Lesmond and John Hund)
  • "Asset Allocation with Uncertainties"
  • "Beta Variability of Active Mutual Funds"
  • "Bayesian Estimation of General Affine Term-Structure Models"

Professional Activities

Conference Presentations and Discussions

  • Annual meeting of the Western Finance Association, 2002.
  • Annual meeting of the American Finance Association, 2003.
  • Annual meeting of the Midwest Finance Association, 2005.
    CRSP Forum, 2006.
  • Asset Pricing Mini Conference at Washington University, 2007.
  • China International Finance Conference, 2007.
  • Annual meeting of Financial Management Association, 2007.
  • ISCTE Business School - Nova Annual Finance Conference - Mutual Funds and Investment Management, 2008.

Campus Presentations

  • Georgia Institute of Technology, Tulane University, University of California at Irvine, University of Georgia, University of Houston, University of Iowa, University of New Orleans, University of Notre Dame, University of South Carolina, and Washington University in St. Louis.

Ad Hoc Referee

  • Journal of Applied Econometrics
  • Journal of Financial Econometrics
  • Journal of Business and Economic Statistics
  • Journal of Futures Markets
  • Quarterly Journal of Business and Economics

Grant Review

  • Grant Application to Hong Kong Government
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