Dr Yuan Zhao

Dr Yuan Zhao
PhD MSc FRM

Lecturer

Overview
Dr Yuan Zhao
Dr Yuan Zhao

Contact Details


Biography

Dr Yuan Zhao is a Lecturer (Assistant Professor) in Finance at the University of Aberdeen. Yuan joined business school real estate department in 2014, after gained her PhD in Real Estate at the University of Aberdeen. She also holds an MSc in Finance from Manchester Business School, and is a certified FRM. Her research areas cover fund performance evaluation, asset pricing, volatility forecasting, risk management, housing index, and various finance and real estate subjects. She is also closely involved in the consultancy work on leasehold relativity, and IPF hurdle rate research project. Please see her CV.pdf for more details.


Memberships and Affiliations

Internal
  • Head of International Finance and Political Relations (PGT)
  • Director of Bloomberg Trading Floor
  • Co-ordinator of External Research Seminar in Finance 
External

Certified FRM

Research

Research Overview

Asset Pricing Theories; Fund Performance Evaluation; Volatility Forecasting; Cryptocurrencies; Bubbles Detection.

Current Research

Fund Performance and Management; Risk Management and Spillovers.

Research Funding and Grants

IPF Research Programme on Hurdle Rates Investigation.

Teaching

Teaching Responsibilities

Course Co-ordinator

  • FI1004/PO1002 Finance, Risk and Investment (SCNU)
  • BU5975 Professional Skills for Finance and Data Analysis
  • BU5546 Empirical Methods in Finance

Course Team-member

  • FI4003 Empirical Methods in Finance
  • BU5596 International Finance
Publications

Publications 

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  • Do the Managers of Global Real Estate Mutual Funds Have Skills?

    MacGregor, B., Schulz, R., Zhao, Y.

    Journal of Real Estate Research

    Contributions to Journals: Articles

  • Performance and Market Maturity in Mutual Funds: Is Real Estate Different?

    MacGregor, B. D., Schulz, R., Zhao, Y.

    The Journal of Real Estate Finance and Economics, pp. 1-56

    Contributions to Journals: Articles

  • Evaluation of Fund Manager Performance

    Schulz, R., Zhao, Y. Y., Zhou, S.

    Routledge Companion to Real Estate Investment. MacGregor, B. D., Schulz, R., Green, R. K. (eds.). Routledge, pp. 300-317, 18 pages

    Chapters in Books, Reports and Conference Proceedings: Chapters

  • Pricing models

    MacGregor, B. D., Schulz, R., Zhao, Y. Y.

    Routledge Companion to Real Estate Investment. MacGregor, B. D., Schulz, R., Green, R. K. (eds.). Routledge, pp. 215-231, 17 pages

    Chapters in Books, Reports and Conference Proceedings: Chapters

  • Risk management for cloud compliance with the EU general data protection regulation

    Duncan, B., Zhao, Y.

    2018 International Conference on High Performance Computing and Simulation, HPCS. Zine-Dine, K., Smari, W. W. (eds.). [8514414] Institute of Electrical and Electronics Engineers Inc. pp. 664-671, 8 pages.

    Chapters in Books, Reports and Conference Proceedings: Conference Proceedings

  • The impact of crypto-currency risks on the use of blockchain for cloud security and privacy

    Zhao, Y., Duncan, B.

    International Conference on High Performance Computing and Simulation, HPCS. Zine-Dine, K., Smari, W. W. (eds.). [8514416] Institute of Electrical and Electronics Engineers Inc. pp. 677-684, 8 pages.

    Chapters in Books, Reports and Conference Proceedings: Conference Proceedings

  • Could Block Chain Technology Help Resolve the Cloud Forensic Problem?

    Duncan, B., Zhao, Y.

    The Ninth International Conference on Cloud Computing, GRIDs, and Virtualization. Duncan, B., Lee, Y. W., Olmsted, A. (eds.). [28014] IARIA pp. 39-44, 6 pages.

    Chapters in Books, Reports and Conference Proceedings: Conference Proceedings

  • Corporate Governance, Risk Appetite and Cloud Security Risk: A Little Known Paradox. How Do We Square the Circle?

    Duncan, B., Zhao, Y., Whittington, M.

    Eighth International Conference on Cloud Computing, GRIDs, and Virtualization (CLOUD COMPUTING 2017). Westphall, C. B., Lee, Y. W., Duncan, B., Olmsted, A., Vassilakopoulos, M., Lambrinoudakis, C., Katsikas, S. K., Ege, R. (eds.). [28008] Athens: IARIA pp. 139-144, 6 pages.

    Chapters in Books, Reports and Conference Proceedings: Conference Proceedings

  • An Investigation of Hurdle Rates in the Real Estate Investment Process

    Hutchison, N. E., Lizieri, C., MacGregor, B. D., Mansley, N., Portlock, R., Schulz, R., Zhao, Y. Y.

    Investment Property Forum

    Books and Reports: Commissioned Reports

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