Faculty Biography

Fei Fang

Assistant Professor
Graduate School of Management
Clark University
Worcester, MA 01610-1477

Phone: 508-421-3847
Email: FFang@clarku.edu

Ph.D., Finance, University of Massachusetts Amherst
M.S., Statistics, University of Massachusetts Amherst
M.A., Economics, State University of New York at Buffalo
M.A., International Economics, Nankai University
B.A., International Economics and Trade, Nankai University

Research Interests

Options, Empirical Asset Pricing, Investments, Volatility Risk, Jump Risk.

Teaching Courses 

Computational Finance


Kazumori, E., Fang, F., Sharman, R., Takeda, F., and Yu H., 2019. “Asset Pricing with Liquidity Risk: A Replication and Out-of-Sample Tests with the Recent US and the Japanese Market Data”, Critical Finance Review 8 (1-2).