Fan Yang (杨帆)

Associate Professor
Finance Department
School of Business
University of Connecticut
2100 Hillside Road, Unit 1041
Room 464
Storrs, CT 06269-1041
Office: (860) 486-3041


Working Papers:


  • Asset Pricing Implications from Wealthy Shareholder Consumption and Net Payout (with Robert S. Goldstein), 2014.






University of Connecticut, Instructor:
    Financial Institutions (MS in Financial Risk Management), 2015-
    Theory of Financial Markets and Valuation (PhD), 2021-
The University of Hong Kong, Instructor:
    Financial Economics (PhD and Master of Economics), 2013-2014
    Fixed Income Securities and Interest Rate Modeling (Master of Finance), 2012-2015
    Interest Rate Models (Undergraduate), 2012-2014
Carlson School of Management, Instructor: 
    Finance Fundamentals (Undergraduate), 2008-2009
Professional Discussions:
  • “The Global Credit Spread Puzzle” by Jing-Zhi Huang, Yoshio Nozawa and Zhan Shi, Annual Risk Management Academic Conference, University of Connecticut, 2019
  • “The VIX Premium” by Ing-Haw Cheng, Annual Risk Management Academic Conference, University of Connecticut, 2016
  • “Credit Ratings, Credit Crunches, and the Pricing of Collateralized Debt Obligations” by Alexander David and Maksim Isakin, The Fixed Income and Financial Institutions Conference, University of South Carolina, 2016
  • “Forecasting Corporate Bond Returns: A Regressed Combination Approach” by Hai Lin, Chunchi Wu and Guofu Zhou, China International Finance Conference, 2015
  • “Jump Tail Risk in Fixed Income Markets” by Haitao Li and Zhaogang Song, The SFS Finance Cavalcade, 2014
  • “Production-Based Term Structure of Equity Returns” by Hengjie Ai, M. Max Croce, Anthony M. Diercks, and Kai Li, Hong Kong Joint Finance Research Conference, 2014
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