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- Office Hours：by appointment-
schedule by email
- Visiting Assistant Professor of Finance
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- PhD, Yale University
- Research Areas: mutual funds and asset pricing
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Introduction
Zhang Hong is a visiting assistant professor of finance at Cheung Kong and an assistant professor of finance at INSEAD. He received a M.Sc. in Physics at New York University in 1999 and Ph.D. in Finance from Yale University in 2004.
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Selected Publications
- "Improved Forecasting of Mutual Fund Alphas and Betas," 2007, co-authored with Harry Mamaysky and Matt Spiegel, Review of Finance 11: 359-400 (the lead article of the issue).
- "Estimating the Dynamics of Mutual Fund Alphas and Betas," 2008, co-authored with Harry Mamaysky and Matt Spiegel, Review of Financial Studies, 21(1):233-264.
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Working Papers
- "Firm-Level Investment Opportunity, Corporate Policy, and Asset Return," working paper 2006.
- "Productivity, Asset Return, and International Momentum," co-authored with Zhiwu Chen and Yangru Wu, working paper 2008.
- "Can Rational Investors Overreact – Evidence from Multiplicative risk and Asset Pricing Puzzles," working paper 2008, revision under Management Science.
- "Mutual Fund Risk and Market Share Adjusted Fund Flows", co-authored with Matt Spiegel, working paper 2009.
- "On Hedge Fund Startups," co-authored with Charles Cao, ongoing research project, 2009.
- "Currency Risk in the Global Mutual Fund Industry", co-authored with Massimo Massa and Yanbo Wang, ongoing research project, 2009.
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