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Overview
Yun FENG
- Department:Finance
- Phone:+86 (0)21 52301390
- Title:Professor
- Email:fengyun@sjtu.edu.cn
Profile
Educational Background
1998-2001, PhD, Major in Financial Engineering, Shanghai Jiao Tong University
1995-1998, M.S., Major in System Engineering, Huangzhong University of Science & Technology
1991-1995, B.S., Major in Automatic Control, Huangzhong University of Science & Technology
Academic Position Held
2009-Present, Professor in Finance, Shanghai Jiao Tong University
2002-2008, Associate Professor in Fiance, Shanghai Jiao Tong University
2001-2002, Lecturer in Finance, Shanghai Jiao Tong University
Visiting Positions & Scholarship
2008.9-2008.12, Senior Visiting Scholar, Sloan School of Management, Massachusetts Institution Technology
2005.8-2006.9, Senior Visiting Scholar, Finance Department, Wharton Business School, University of Pennsylvania
Other Professornal Service
Director of Shanghai Financial Engineering Association (SFEA)
Member of Financial Engineering Committee, China Finance Association
Lifetime Member of the Western Finance Association (WFA)
Vice Director of Financial Engineering Research Center
Referee, National Natural Science Fund
Referee, Journal of Management Sciences in China, Theories and Practice of System Engineering, Systems Engineering: Theory, Methodology & Applications
Research
Research Area
(1) Application of Financial Derivatives and the Value / Risk of Corporates(2) Exchange Rate Risk Mangement and Exchange Rate Derivatives
(3) Financial Innovation, Financial Markets Quality and Financial Regulation
Project in ProgressProject Leader, Theoretical and Empirical Studies on the Term Structure of Exchange Rates, Sponsored by National Natural Science Fund, No. 70771066, 2008.1 -2010.12
Project Leader, The Term Structure of Exchange Rate Volatilities with the Adjustment of Interest Rates, Sponsored by Shanghai Education Committee, Shanghai Educational Development Foundation, No. 07SG17, 2008.1 -2010.12
Projects FinishedProject Leader, Research on Measure Theories and Applications of Economic Globalization, Sponsored by National Social Science Fund, No. 02CJL010, 2002.7 - 2003.6
Project Leader, The Identification and Regulation of Money Laundering, Sponsored by National Natural Science Fund, No. 70403012, 2005.1 -2007.12
Project Leader, The Identification Methods for Money Laundering Based on Abnormal Money Flowing, sponsored by Shanghai Education Committee, 2005.1 - 2007.6
Projects as collaboratorComplexity in Finance Financial Engineering. Sponsored by National Science Fund for Distinguished Young Scholars, 2001-2004
Measurements and Modeling of Financial Risk. Sponsored by National Science Fund (Key Program) 2003-2007
Analysis, Modeling and Solutions of Abnormal Money Flowing through Financial Networks. Sponsored by Shanghai Sciences Technology Committee (Key Program). 2004-2006
Systematic Research on the Volatility and Crises of Financial Markets and Their Propagation, Feedback and Co-movement. Sponsored by National Natural Science Foundation of China,2000-2002
Study on Price Behavior of Financial System, Sponsored by Fund for Distinguished Trans-Century-talents in Ministry of Education, 2000-2002
The Tenth Five-Year Plan of Shanghai Economy Society Informationalization. Sponsored by Shanghai Government, 1999-2000
Risk Management System of Shanghai Futures Exchange, Consulting Program, Shanghai Futures Exchange, 2006
Study on Liquidity of Shenzhen Stock Market, Sponsored by Shenzhen Stock Exchange, 2002
Analysis on Effectiveness of Hedging and Arbitrage in China Copper Futures Market. Sponsored by Shanghai Futures Exchange, 2002
Books
Research on Financial Volatility and Transmission. Shanghai Finance and Economics University Press, Shanghai, China, 2003 (With WU Chongfeng)
Identification and Supervision on Money-Laundering. Shanghai Jiao Tong University Press, Shanghai, China, 2008 (With YANG Dongmei, WU Chongfeng)
Measurement of Economic Globalization: Theory and Application. Shanghai Jiao Tong University Press, Shanghai, China, 2008 (With WU Chongfeng)
Financial Engineering. Higher Education Press, 2005 (With WU Chongfeng, LIU Hailong, WU Wenfeng)
Selected Publications
Is Chinas Economic Growth Extraordinary or Mediocre? ─ The Role of Exchange Rate. China and World Economy, forthcoming, SSCI Journal.(With WU Chongfeng)
From Volatility to Crisis: The Research on Currency Crises. World Economy, Vol. 23, Issue 1, Jan. 2000: 30-34 (With WU Chongfeng)
With WU Chongfeng. A Research on Currency Crisis: Global Perspective Analysis. World Economy Vol. 23, Issue 7, Jul. 2000: 22-26 (With WU Chongfeng)
With WU Chongfeng. A New Measurement Method for Exchange Rate Volatility: Volatility Proportion Method. World Economy, Vol. 24, Issue 8, Aug. 2001: 38-43 (With WU Chongfeng)
The Contagion Test Based on the Causality and Co-movement. World Economy, Vol. 25, Issue 2, Feb. 2002: 34-42 (With WU Chongfeng)
The System Thinking for the Global Financial Volatility and Contagion. Journal of Management Sciences in China, Issue 1, 1999: 7-15 (With WU Chongfeng)
The Research on the Current Deflationalism Based on the Global Economic Integration. Journal of Management Sciences in China, Issue 1, 2000: 15-22 (With WU Chongfeng, SONG Jun)
Exchange Rate Dynamic Models for the Transitional Phase. Journal of Systems Engineering, Vol. 18, Issue 6, 2003: 571-574
Research on Currency Crisis Early Warning Systems. Systems Engineering: Theory, Methodology Applications, Vol. 11, Issue 3, 2002: 8-11 (With WU Chongfeng)
An Analysis of Chinas Economic Growth from A Global Perspective. China Soft Science, Issue 7, 2004: 65-71 (With WU Chongfeng)
Policies and Factors Affecting Liquidity of Chinas A Stock Market. Journal of Shanghai Jiao Tong University (Natural Science), Vol. 38, Issue 3, 2004: 362-367 (With XU Rui, WU Chongfeng)
Professional Awards
Excellent Research Award of Shanghai Philosophy Social Science (2000-2001)
The Best Paper in the Seventh Annual Conference of Asia Pacific Finance Association, 2000
Excellent Paper in the Sixth National Conference for Youth Scholars on Management Science System Science, 2001
The Best Paper in the Seventh Annual Conference of Asia Pacific Finance Association, 2000
Award of Excellent Advice of Youth Scholars in Shanghai Science Technology Forum, 2000
Excellent Research Award of Shanghai Government Decision Consulting, 2001
Teaching
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Undergraduate Courses: Econometrics, Fincial Econometrics
CLGO Course: Finance Theory