CV en pdf

Formation
PhD, Collaborative Program in Finance and Economics, Department of
Economics and Joseph L. Rotman School of Management, University of
Toronto, Canada
Peng
Xu
Professeur
assistant,
Département
Finance
MA, Economics, University of Toronto, Canada
Bachelor of Economics, International Finance, Dongbei University of Finance
and Economics, China
Thèmes de recherche
Liquidity Analysis, Asset Pricing, Derivatives and Risk Management
Projets en cours
"Is the S&P 500 Index Tradable? ", Manuscript. (2006)
"S&P 500 Index Options and Put-Call Parity", Manuscript. (2007)
"Non-tradable S&P 500 Index and the Pricing of Its Traded Derivatives",
working paper, joint with Christian Gourieroux and Joann Jasiak.
Publications
Contact
Mail:
[email protected]
100 Victoria Street
BP 50105
#13-02 National
Library
Singapour
Publications académiques
Articles
"The Tradability Premium on the S&P 500 Index" (P. Xu, C. Gourieroux, J.
Jasiak), Journal of Financial Econometrics
Publications professionnelles
Articles
"Is the S&P 500 Index Tradable?" (P. Xu), The Journal of Index Investing,
déc. 2014, Vol. Winter 2014, Volume 5, Numéro Number 3, p. 10-20
Autres publications
Enseignement
Enseignement à l'ESSEC
"Finance Refresher", MBA Grande Ecole Program
"Financial risk management", Advanced Master in Financial Engineering
Program
"Financial Theory", MBA Program
1/2
http://www.essec.fr/professeurs/peng-xu
Autres activités pédagogiques
Lecturer, "Financial Markets and Institutions", Iowa State University
Business School, 2007.
Course Instructor, "Business Finance", Rotman School of Management,
University of Toronto, 2006.
Autres activités
Prix et distinctions
CFA Institute Society Scholarship, 2009
Thesis Completion Grant, 2004-2006
University of Toronto Doctoral Fellowship, 2000-2005
Department Research Award, 2003-2004
International Recruitment Award, 2000-2002
University of Toronto Fellowship for MA, 1999-2000
Activités scientifiques
Communications présentées à des conférences
Financial Management Association
Discussant), Reno, US, 2009
Annual
Meeting
(Presenter
and
Affiliations et activités académiques
Member, American Finance Association, 2007 - 2009
Member, Financial Management Association, 2007 - 2009
Resident Graduate Student, Institute for Policy Analysis, University of
Toronto, 2003 - 2007
Member, Canadian Economics Association, 2003
Expérience professionnelle
Graduate Teaching Assistant, University of Toronto, 1999 - 2006
Research Assistant, University of Toronto, 2003
Manager of the Department of Trade, Shin Nihon Global Inc., China,
1998-1999
Intern, Bank of China, China, 1997
2/2
http://www.essec.fr/professeurs/peng-xu