Dr Yuan Zhao
PhD MSc FRM FHEA
Lecturer
- About
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Biography
Dr Yuan Zhao is a Lecturer (Assistant Professor) in Finance at the University of Aberdeen. Yuan joined business school 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 mutual funds, portfolio optimization, cryptocurrencies, 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 for more details.
Memberships and Affiliations
- Internal Memberships
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- Program Director of International Finance and Political Relations (PGT)
- Director of Bloomberg Trading Floor
- Coordinator of External Research Seminar in Finance
- Member of Academic Integrity Committee
- External Memberships
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Certified FRM
- Research
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Research Overview
- Asset Pricing Theories
- Fund Performance and Competition
- Volatility and Risk Management
- Portfolio Theory
- Cryptocurrencies
Current Research
- Fund Family Competition
- Herding among Cryptocurrencies
- Fund Sustainability
Funding and Grants
IPF Research Programme on Hurdle Rates Investigation
- Teaching
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Teaching Responsibilities
Course Coordinator
- 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
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Page 1 of 2 Results 1 to 10 of 15
Why estimation alone causes Markowitz portfolio selection to fail and what we might do about it
European Journal of Operational Research, vol. 301, no. 2, pp. 694-707Contributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1016/j.ejor.2021.11.036
Do the Managers of Global Real Estate Mutual Funds Have Skills?
Journal of Real Estate ResearchContributions to Journals: Articles- [ONLINE] DOI: https://doi.org/10.1080/08965803.2022.2033398
Performance and Market Maturity in Mutual Funds: Is Real Estate Different?
The Journal of Real Estate Finance and Economics, vol. 63, pp. 437–492Contributions to Journals: ArticlesDo the Managers of Global Real Estate Mutual Funds Have Skills?
Working Papers and Discussion Papers: Discussion PapersPerformance and Market Maturity in Mutual Funds: Is Real Estate Different?
Working Papers and Discussion Papers: Discussion Papers- [OPEN ACCESS] https://pure.abdn.ac.uk/ws/files/171249585/DP_20_5.pdf
- [ONLINE] View publication in Scopus
Global Real Estate Mutual Funds: Managerial Skills and Diversification Benefits?
Working Papers and Discussion Papers: Working PapersDo renters skimp on energy efficiency during economic recessions? Evidence from Northeast Scotland
Energy, vol. 165 , no. Part A, pp. 164-175Contributions to Journals: ArticlesEvaluation of Fund Manager Performance
Routledge Companion to Real Estate Investment. MacGregor, B. D., Schulz, R., Green, R. K. (eds.). Routledge, pp. 300-317, 18 pagesChapters in Books, Reports and Conference Proceedings: ChaptersPricing models
Routledge Companion to Real Estate Investment. MacGregor, B. D., Schulz, R., Green, R. K. (eds.). Routledge, pp. 215-231, 17 pagesChapters in Books, Reports and Conference Proceedings: ChaptersRisk management for cloud compliance with the EU general data protection regulation
Chapters in Books, Reports and Conference Proceedings: Conference Proceedings- [ONLINE] DOI: https://doi.org/10.1109/HPCS.2018.00109
- [ONLINE] View publication in Scopus
