Shaojun Zhang

Shaojun Zhang is an assistant professor of finance at the Ohio State University, Fisher School of Business. 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 is an advisory editorial board member of the Journal of Portfolio Management. She has published in leading academic and practitioner journals, including the Journal of Finance, Journal of Financial Economics, Journal of Portfolio Management, and Journal of Investment 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 China Investment Corporation and Vanguard.

Investors Are Failing To Take into Account the Green Transition

A stock market that has priced in the transition risk away from greenhouse gasses would see higher future returns, the so-called carbon premium, for...

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