Photo of Zhang, Lan

Lan Zhang

Professor

Department of Finance

Building:

University Hall 2112

Address:

601 S. Morgan St., Chicago, IL 60607

Office Phone Voice:

(312) 413-8372

CV Download:

CV_LanZhang_2018

About

Classes Taught

  • Interface between Statistics and Finance
  • Financial Econometrics
  • Statistical Arbitrage and Trading
  • Volatility Estimation and Market Microstructure
  • Inference for Diffusion Process

Academic Associations

  • American Finance Association
  • Bachelier Finance Society
  • Econometric Society
  • Society for Financial Econometrics
  • American Statistical Association
  • Institute of Mathematical Statistics

Education

University of Chicago: Ph.D. in Statistics, June 2001; Dissertation: From Martingales to ANOVA: Implied and Realized Volatility
Princeton University: Exchange Scholar Program, Bendheim Center for Finance (Department of Economics, Department of Operations Research & Financial Engineering), September 2000 - May 2001
University of Chicago: M.A. in Psychology, June 1995 Master's Thesis:Requests and Subsequent Compliance in Infant-parent Interaction
Peking University: P.R. China, B.S. Psychology, July 1992