Xiaochuan Pang, PhD in Finance
Assistant professor
Contact Details
Tel: 85902330
Email: xcpang@cityu.edu.mo
Academic Qualifications
2020/09-2024/06 PhD in Finance, Sun Yat-sen University
2018/09-2020/06 Master in Finance, Sun Yat-sen University
2014/09-2018/06 Bachelor in Economics, Jinan University
Bibliography
Dr. Xiaochuan Pang is currently an assistant professor in the Faculty of Finance at the City University of Macau. He received his PhD in Finance from the Sun Yat-Sen University in 2024. His research interests lie in financial investment decision-making, financial risk management, and economic model and forecasting. His researches have been published in Journal of Economic Dynamics and Control, Journal of Investment Strategies, Journal of Operations Research Society of China, Journal of Management Science in China, and System Engineering Theory and Practice.
Teaching Areas
Investments
Research Area
Financial engineering and risk management (portfolio optimization, systemic risk management, market risk management)
Economic forecasting (forecasting combination)
Working Experience:
2024-present: Assistant professor in Faculty of Finance, City University of Macau
Academic Publications
- Pang, X. C., Zhu, S. S., Cui, X. T., Ma, J. L., 2023. Systemic risk of optioned portfolio: Controllability and optimization. Journal of Economic Dynamics and Control, 153: 104701.
- Pang, X. C., Wu, S. P., Zhu, S. S., 2023. Integrated stock-bond portfolio management, Journal of Investment Strategies, 12: 1-29.
- Ma, J. L., Zhu, S. S., Pang, X. C., 2022. How is systemic risk amplified by three typical financial networks, Journal of Operations Research Society of China, 10: 579-598.
- 馬家麗、龐小川、朱書尚、莫瑩軍, 2023. 我囯銀行體系系統性風險測度與評估. 管理科學學報, 26: 85-118.
- 李舒嫺、龐小川、馬家麗、肖書華、朱書尚, 2024. 地方政府隱性債務與銀行體系系統性風險——基於地方融資平台視角的研究. 系統工程理論與實踐, Forthcoming.
Working Papers
- Pang, X. C., Zhu, S. S., Hu, Z. L., Chance constrained program with quadratic randomness: A unified approach based on Gaussian mixture distribution.
- Pang, X. C., Zhu, S. S., Hu, Z. L., Delta-Gamma-GMM: A semi-parametric VaR measure of optioned portfolios.
- Pang, X. C., Chen, Z., Zhang, G. W., Zhao, L., Comparison between linear opinion pool and OLS-based stacking.