YUSHAN TANG

Yushan Tang

Assistant Professor of Finance

Dishui Lake Advanced Finance Institute (DAFI)

Shanghai University of Finance and Economics

Shanghai, 200120, P.R. China

Email: tangyushan@sufe.edu.cn

Curriculum Vitae

SSRN | Google Scholar | LinkedIn

Research Interests:

Empirical Asset Pricing, Financial Econometrics, Machine Learning, Investment Management

Published and Accepted Papers:

Forecasting and Managing Correlation Risks, with Tim Bollerslev and Sophia Z. Li

Management Science, forthcoming.

Anomalies as New Hedge Fund Factors, with Yong Chen, Sophia Z. Li, and Guofu Zhou

Journal of Financial and Quantitative Analysis, forthcoming.

Data: Hedge Fund 9 Factors (HF9)

Automated Volatility Forecasting, with Sophia Z. Li

Management Science 71, 6248-6274, July 2025.

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