Xuanchen Zhang

Xuanchen joined Aston Business School as a Lecturer (Assistant Professor) in Finance in December 2024, and did his PhD at King's Business School.

His research focuses on the intersection of behavioral decision-making theory and empirical asset pricing, with a particular interest in prospect theory, salience theory, and investor attention. His work examines how investor beliefs and risk preferences influence mispricing effects and anomalies across multiple asset classes, including U.S. stocks, international stocks, mutual funds, equity options, and currency options. His research has been published in leading finance journals such as the Review of Finance.

He has extensive teaching experience at King’s College London, where he trained postgraduate students in financial modeling, quantitative research methods, and Python programming for finance. His teaching emphasises applying finance theories through empirical data analysis and computational techniques, preparing students for both academic and industry roles.

Beyond academia, he has substantial industry experience as a Senior Risk Consultant at a London-based regulatory reporting provider for alternative investment funds and institutional investors. He has significantly contributed to ESG reporting initiatives, regulatory compliance, and financial risk modeling. His work includes reviewing EU ESG regulations (SFDR, NFRD, CSRD, ESRS, EU Taxonomy), validating reporting tools, and designing guidance documents. He also leads Python-based automation projects for regulatory reporting and develops risk modeling methodologies such as Value at Risk (VaR) analysis and credit valuation adjustments (CVA) for OTC derivatives. He has collaborated with various leading global asset managers, including BlackRock, PGIM, Nuveen, StepStone, BentallGreenOak, Ares Management, Macquarie, LGT Capital Partners, Schroders, AltamarCAM, Universal Investment, and Helaba Invest.

He holds an MSc in Financial Mathematics with distinction from King's College London and is a Certified Financial Risk Manager (FRM®).

Empirical Asset Pricing, Behavioral Decision-Making, Cross-Sectional Asset Returns, Investor Attention.