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  • Contact Info
Publications in VIVO

Shi, Ran

Assistant Professor


Research Areas research areas


research overview

  • My main area of research is asset pricing, with practical applications to equity, currency, and derivatives markets.


  • Asset pricing (theory and empirics), International Finance, Financial Economics


selected publications


courses taught

  • FNCE 3030 - Investment and Portfolio Management
    Primary Instructor - Spring 2023 / Fall 2023
    Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030.
  • FNCE 7020 - Financial Economics and Research
    Primary Instructor - Spring 2024
    Studies both theoretical models at the intersection of information economics and finance, as well as natural language processing techniques, focused on financial and accounting documents.


International Activities