LIU YAN

Department of Finance,

School of Economics,

Ocean University of China.

Email : liuyan_ouc@126.com

EDUCATION

Aug 2008—July 2011Doctor of Philosophy in Statistics,

Department of Statistics, Faculty of Science,

The Chinese University of Hong Kong.

Sep 2006—June 2008Master of Economics, major in Statistics,

School of Statistics, Renmin University of China.

Sep 2002—June 2006Bachelor of Economics, major in Risk Management,

School of Statistics, Renmin University of China.

RESEARCH INTERESTS

ØEmpirical Bayes Method

ØRandom Matrix Theory

ØTime Series

PAPER

Ngai Hang Chan and Yan Liu. Shrinkage Method for Estimating the Optimal Expected Return of a Self-financing Portfolio. Presented in the International Conference on Applied Statistics and Financial Mathematics, Hong Kong Polytechnic University, December 16-18, 2010.

TEACHING

ØTime Series

ØOperations Research

ØEconometrics