Last updated October 2015
Charles X. Guan
Curriculum Vitae
University of Rochester
Simon School of Business
4-328 Carol Simon Hall
Rochester, NY 14627
Email: Charles.Guan@simon.rochester.edu
EDUCATION
University of Rochester, Simon School of Business
Rochester, NY
Ph.D. in Finance (expected 2020)
2015 – present
University of Waterloo
Waterloo, ON, Canada
Bachelor of Mathematics – Honours Statistics
2002 – 2007
Wilfrid Laurier University
Waterloo, ON, Canada
Bachelor of Business Administration – Honours Finance
2002 – 2007
Swiss Federal Institute of Technology
Zurich, Switzerland
Foreign Exchange, Department of Mathematics
2005 – 2006
RESEARCH INTEREST
(Continuously evolving and updating)
Empirical Asset Pricing
- Asset return abnormalities, price discovery
- Asset pricing models
- Macroeconomics in equity markets
- Mutual fund management
- Portfolio selection strategies / methodologies
- Financial market stability, financial regulations
- Financial market liquidity, frictions, asymmetries, sentiments, and crisis
Corporate Finance
- Corporate pension fund management, asset-liability management, intergenerational risk transfer, individual
choice
- Corporate capital structure optimization
Household Finance
- Household retirement saving and investment decisions
EMPLOYMENT
Senior Business Analyst – Credit Risk Analytics, Capital One Canada
Senior Actuarial Analyst – Pension Consulting, Robertson, Eadie & Associates
Actuarial Assistant, Robertson, Eadie & Associates
AWARDS & HONOURS
Dean's Honor's, 2007
Dr. Leslie Klein Mathematics Scholarship, 2003
Rene Descartes National Mathematics Scholarship, 2002
PROFESSIONAL AFFILIATION
ASA Member, Society of Actuaries, 2010 – Present
2012 – 2015
2009 – 2012
2007 – 2009