Chunhua Lan

Assistant Professor

PhD (Boston College, Carroll School of Mgt)

Management, Faculty of

Tilley Hall 333

Fredericton

clan@unb.ca
1 506 453 4942



Chunhua Lan, Assistant Professor, finance and quantitative and investment management areas, joined the Faculty of Business Administration in 2018. Dr. Lan’s main research interests include investments, mutual funds, asset pricing models and tests, portfolio choice, liquidity, and institutional investors. Her research mainly focuses on the determinants of asset prices and their dynamics, as well as the investment behavior of institutional investors and the impacts of their behavior on financial markets. She also investigates the effect of regulations in financial markets on institutional investors’ investment behavior.

Dr. Lan’s research papers have been accepted and presented at top finance conferences, such as the American Finance Association Annual Meetings, European Finance Association Annual Meetings, and Northern Finance Association Annual Meetings. Her papers have been published in top-tier journals, such as the Review of Finance.

Prior to joining the University of New Brunswick, Dr. Lan was a senior lecturer at the University of New South Wales in Australia. She has awarded multiple research funds there including two Australian School of Business Research Grants and two Special Research Grants.

Dr. Lan teaches the Introduction to Financial Derivatives in the BBA, MBA, and MQIM programs and will supervise Capstone projects in the MQIM program at the University of New Brunswick. She taught the Financial Decision Making under Uncertainty and Empirical Asset Pricing in the Ph.D. and Honors programs, and the Applied Portfolio Management and Modeling in the Master program, at the University of New South Wales.

Selected journal articles

"Stock price movements: Business-cycle and low-frequency perspectives," forthcoming, Review of Asset Pricing Studies.

“An Out-of-Sample Evaluation of Dynamic Portfolio Strategies,” 2015, Review of Finance, Vol. 19, 2359–2399.

“Analytic Controllability of Time-Dependent Quantum Control Systems,” 2005, with T.J. Tarn, Q.S. Chi, and J.W. Clark, Journal of Mathematical Physics, Vol. 46, 052102.