Duan, Jin-chuan
Cycle & Carriage Professor of Finance
Finance
National University of Singapore
Singapore
Biography
ACADEMIC AND OTHER EXPERIENCE A. Current National University of Singapore Cycle & Carriage Professor of Finance, NUS Business School (June 1, 2008 – Present) Professor of Economics, Department of Economics (March 1, 2013 – Present) Director, Risk Management Institute (July 1, 2007 – June 2014) Professor of Finance, NUS Business School (November 1, 2007 – May 31, 2008) Visiting Professor of Finance, NUS Business School (July 1, 2007 – October 31, 2007) CriAT (a FinTech company specializing in Deep Credit Analytics) Co-founder and Chairman (March 2017 – Present) B. Others College of Management, National Taiwan University Distinguished Research Chair (September 1, 2008 – December 31, 2015; Periodic Visits) Hengyang Normal University Honorary Guest Professor (April 2013 – Present) Rotman School of Management, University of Toronto Professor of Finance and Manulife Chair in Financial Services (July 1, 2000 – June 30, 2009; on leave from July 1, 2007) Rotman School PhD Program Director (August 2003 – June 2006) School of Business and Management, Hong Kong University of Science & Technology Professor of Finance (July 1998 – January 2002; on leave from July 2000) Associate Professor of Finance (July 1996 – June 1998) Faculty of Management, McGill University Associate Professor of Finance (July 1992 – June 1996) Finance Area Coordinator (July 1994 – June 1996) Director, Canada-China Financial Services Development Project (September 1995 – June 1996) Assistant Professor of Finance (July 1986 – June 1992) Associate Director and then Director, McGill-People's University Linkage (Sept 1989 – Dec 1991) Shorter-Term Appointments Distinguished Professor of the Institute of Economics, Academia Sinica (Taiwan) (May 28, 2007 – June 30, 2007) Visiting Professor, Risk Management Institute, National University of Singapore (January 2007 – April 2007) Visiting Professor, Guanghua School of Management, Peking University (September 2006 – December 2006) Nam Chow Chair Professor of Finance, National Central University (Taiwan) (December 2003 – November 2005; Periodic Visits) Visiting Professor, Department of Quantitative Finance, National Tsinghua University (Taiwan) (February 2001 – May 2001; Sponsored by Polaris Securities Group) Visiting Associate Professor, Department of Economics, National Tsinghua University (Taiwan) (February 1993 – July 1993; Sponsored by National Science Council) Visiting Associate Professor, Department of Accounting and Finance, University of Lancaster (September 1992 – November 1992) Visiting Assistant Professor, People's University of China (Summer 1988; Sponsored by Canadian International Development Agency) JC Duan 2 EDUCATION 1982 – 1986 MSc and PhD (Finance), University of Wisconsin-Madison 1980 – 1982 MBA, State University of New York at Albany 1974 – 1978 BSc (Zoology), National Taiwan University RESEARCH AND TEACHING INTERESTS Credit Risk, Risk Management, Financial Econometrics, and Banking and Insurance AWARDS AND HONORS 1. Fellow of the Society for Financial Econometrics, elected in June 2013. 2. Best Paper Award, 2010 (December), 2010 National Taiwan University International Conference on Finance. “Multiperiod Corporate Default Prediction – A Forward Intensity Approach,†2010 (with Jie Sun and Tao Wang) 3. ä¸å¤®ç ”究院院士(Academician of the Academia Sinica), inducted at the 2008 biennial convocation of Academia Sinica in Taipei 4. Best Paper in Derivatives Award, 2005 (October), Northern Finance Association Conference, Vancouver, Canada. “Is Systematic Risk Priced in Options,†2005 (with J. Wei) 5. Roger Martin and Nancy Lang Award for Research Excellence (December 2003), Joseph L. Rotman School of Management, University of Toronto 6. Senior Wei Lun Fellow (1998-2000), Hong Kong University of Science and Technology 7. Best Paper Award, 1999 (December), 8th Conference on the Theories and Practices of Securities and Financial Markets (December 1999), National Sun Yat-sen University, Kaoshiung, Taiwan. “Pricing Hang Seng Index Option around the Asian Financial Crisis – A GARCH Approach,†1999 (with H. Zhang) 8. Sydney Futures Exchange Award, 1999 (December), (for the best paper presented on derivatives at the 12th Australasian Finance and Banking Conference, University of New South Wales, Sydney, Australia). “Pricing Hang Seng Index Option around the Asian Financial Crisis – A GARCH Approach,†1999 (with H. Zhang), 9. Iddo Sarnat Award, 1994, (for the best paper published in the Journal of Banking and Finance, 1993). “Loan Commitments, Investment Decisions and the Signaling Equilibrium,†(with S.H. Yoon), 1993, Journal of Banking and Finance 17, 645-661
Research Interest
Credit Risk Banking And Insurance Financial Econometrics Financial Engineering And Risk Management