
Shaojun Zhang
Assistant Professor of FinanceFinance
Background
Shaojun Zhang is an assistant professor of finance at the Ohio State University, Fisher School of Business. Professor Zhang's primary research fields are asset pricing, international finance and sustainable investing. She is interested in issues related to expected return, macroeconomic risk, and tail risk. She teaches investments at Fisher. She is an advisory editorial board member of Journal of Portfolio Management. She earned a bachelor's degree in economics from Peking University and a PhD in finance from New York University's Stern School of Business. Before joining OSU, Zhang was an assistant professor of finance at the University of Hong Kong. Zhang also worked as a portfolio manager at Vanguard.
Areas of Expertise
Finance- Asset Pricing
- Macroeconomics
- International Finance
Education
Ph.D. and M.Phil. in Finance, New York University, Stern School of Business
B.A., Finance, Peking University
Publications
Limited Risk Sharing and International Equity Returns, April 2021, Journal of Finance
Dissecting Currency Momentum, April 2022, Journal of Financial Economic
Factor Construction Zoo: Are Factor Exposures Created Equal? January 2022, Journal of Portfolio Management
Toward Tax Efficient Low Volatility Investing, January 2022, Journal of Portfolio Management
How Inefficient is the 1/N Strategy for a Factor Investor? Fourth Quarter 2022, Journal of Investment Management
Working Papers
Expert Network Calls (with Sean Cao, Clifton Green and Lijun Lei)
Systemic Default and Return Predictability in the Stock and Bond Market (with Jack Bao and Kewei Hou)
Housing Cycle and Exchange Rates (with Sai Ma)
Housing Risk and the Cross-Section of Returns Across Many Asset Classes(with Sai Ma)
The Causal Effect of the Dollar on Trade (with Sai Ma and Tim Schmidt-Eisenlohr)
Courses
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BUSFIN 4221 - Investments
Skills for valuation and theories and applications of CAPM, APT, and efficient markets; investment options, forwards and futures, interest rate parity, and relevant market regulation. Prereq: 3220, BusMgt 2320, 2321, and BusMHR 2292. Not open to students with credit for 722, 4220 or 4222.