Lan Zhang

Associate Professor

Department of Finance

601 S Morgan Street (mc 168)

2430 University Hall

Chicago, IL 60607

Tel: 312-413-8372

Fax: 312-413-7948

Email: lanzhang at uic dot edu


Research Interest
Interface between Statistics and Finance
Financial Econometrics
Statistical Arbitrage and Trading
Volatility Estimation and Market Microstructure
Inference for Diffusion Process
Publications and Working Papers
Teaching
Advanced Topics in Portfolio Analysis
Empirical Issues in Finance
Introduction to Corporate Finance
Introduction to Managerial Finance
Statistics for Financial Markets
Theory and Structure of Futures and Options Markets
Vitae