1. No category

XUHUI (NICK) PAN
CONTACT INFORMATION
A. B. Freeman School of Business
Tulane University
7 McAlister Dr.
New Orleans, LA 70118-5659
Phone: (504)-314-7031
Fax: (504)-862-8327
Email: [email protected]
ACADEMIC APPOINTMENT
Assistant Professor of Finance
A. B. Freeman School of Business, Tulane University, July 2012-Present
Lecturer
Desautels Faculty of Management, McGill University, Summer 2010
EDUCATION
Ph.D. in Finance, McGill University, Montreal, Canada, 2012
M.S. in Atmospheric Science, Peking University, Beijing, China
B.S. in Atmospheric Science, Nanjing University, Nanjing, China
PUBLICATION
“The Cross-Section of Recovery Rates and Default Probabilities Implied by Credit Default Swaps”,
with Redouane Elkamhi and Kris Jacobs, Journal of Financial and Quantitative Analysis, 2014,
Volume 49, pp 193-220
WORKING PAPER
“Oil Volatility Exposure and Expected Stock Returns”, with Peter Christoffersen
 Reject & Resubmit, Journal of Finance
 Best Paper Awards, Alternative Investment Management Association (AIMA) Canada
 Presented at:
2015 SFS Finance Cavalcade, University of Alberta, LSU, University of Toronto*, Tulane,
EDHEC Business School*, HEC Montreal/McGill*
“Investor Beliefs and State Price Densities in the Crude Oil Market”
 Dong Energy Prize for Best Paper, EFA 2012, Copenhagen
 Presented at:
CICF 2015 (scheduled), EFA 2012, NFA 2012, CFTC 2011, Tulane, Bank of Canada
“Commodity Variance Risk Premia and Expected Futures Returns: Evidence from the Crude Oil
Market”, with Sang Baum Kang
 Revise and Resubmit, Journal of Financial and Quantitative Analysis
Page 1 of 4



Finalist of Best Paper Awards in Risk Management, FMA 2011
Best Doctoral Student Paper Award, NFA 2010, Winnipeg, MB, Canada
Presented at:
Conference of High-frequency Data and Derivatives Market 2014*, FMA 2011*, FDIC
2011*, NFA 2010
“Does Institutional Ownership Predict Mutual Fund Performance? An Examination of
Undiscovered Holdings within 13F Reports”, with Blerina Bela Reca and Kainan Wang
 Presented at:
EFA 2015 (scheduled)*, CICF 2014, 17th Annual Conference of the Swiss Society for
Financial Market Research 2014*, FMA 2013*
(*) Paper presented by co-author
OTHER PUBLICATION
“Equity Portfolio Management Using Option Price Information”, with Peter Christoffersen,
Canadian Investment Review, 2014
SEMINAR AND CONFERENCE
2015
The 42th European Finance Association (EFA) Annual Meeting*, 2015, Vienna, Austria (scheduled)
China International Conference in Finance (CICF), 2015, Shenzhen, China (scheduled)
2015 SFS Finance Cavalcade, Georgia Tech
University of Alberta
EDHEC Business School*
HEC Montreal/McGill*
2014
Conference of High-frequency Data and Derivatives Market*, 2014, Auckland, New Zealand
China International Conference in Finance (CICF), 2014, Chengdu, China
The 17th Annual Conference of the Swiss Society for Financial Market Research*, 2014, Zurich,
Switzerland
Louisiana State University
University of Toronto*
2013
Tulane University
Financial Management Association (FMA) Annual Conference*, 2013, Chicago, IL
2012
The 39th European Finance Association (EFA) Annual Meeting, 2012, Copenhagen, Denmark
Page 2 of 4
Northern Finance Association (NFA) Annual Conference, 2012, Niagara Falls, ON, Canada
2011
Tulane University
Bank of Canada
U.S. Commodity Futures Trading Commission (CFTC) Conference on Commodity Markets, 2011,
Washington, D. C.
Financial Management Association (FMA) Annual Conference*, 2011, Denver, CO
The 21st Annual Derivatives Securities and Risk Management Conference, Federal Depository and
Insurance Corporation (FDIC)*, 2011, Arlington, VA
2010
China International Conference in Finance (CICF), 2010, Beijing, China
Financial Management Association (FMA) Asian Conference, 2010, Singapore
The 6th World Congress of the Bachelier Finance Society, 2010, Toronto, ON, Canada
Northern Finance Association (NFA) Annual Conference, 2010, Winnipeg, MB, Canada
(*) Paper presented by co-author
ACADEMIC SERVICE
Discussion
NBER Research Conference: The Economics of Commodity Markets, 2015, Boston, MA
Financial Management Association (FMA) Annual Conference, 2014, Nashville, TN
Northern Finance Association (NFA) Annual Conference, 2014, Ottawa, ON, Canada
Northern Finance Association (NFA) Annual Conference, 2012, Niagara Falls, ON, Canada
Financial Management Association (FMA) Annual Conference, 2011, Denver, CO
Financial Management Association (FMA) Asian Conference, 2010, Singapore (Session chair)
Journal referee
Journal of Finance, European Journal of Operational Research, Journal of Financial Econometrics, Journal of
Banking and Finance, Financial Review, Asia-Pacific Financial Markets
Conference program committee
Northern Finance Association (NFA) 2015 Annual Meeting, Lake Louise, AB, Canada
Midwest Finance Association (MFA) 2013, 2015 Annual Meeting, Chicago
The 17th Annual Conference of the Swiss Society for Financial Market Research 2014 Zurich
Northern Finance Association (NFA) 2014 Annual Meeting, Ottawa, ON, Canada
TEACHING EXPERIENCE
“Risk Management and Applications to Energy Firms”, Tulane University, MFIN, 2014, 2015
“Options and Other Derivatives”, Tulane University, MBA, 2013, 2014, 2015
Page 3 of 4
“Options and Other Derivatives”, Tulane University, MFIN, 2013
“Derivatives and Risk Management”, McGill University, Undergraduate, 2010
UNIVERSITY SERVICE
Finance seminar coordinator, A. B. Freeman School of Business, Tulane University, 2014-2015
Faculty recruiting committee, A. B. Freeman School of Business, Tulane University, 2013-2014
PROFESSIONAL EXPERIENCE BY INVITATION
The Chicago Trading Company’s Academic Outreach Day, April 2013, Chicago. Sponsored by CTC.
HONORS AND AWARDS
Best Paper Awards, Alternative Investment Management Association (AIMA) Canada, 2014,
$10,000 CAD
Dong Energy Prize for Best Paper related to Energy and Commodities, European Financial
Association (EFA), 2012, €3,000
Finalist of Best Paper Awards in Risk Management, Financial Management Association (FMA)
Annual Conference, Denver, 2011
Best Doctoral Student Paper Award, Northern Finance Association (NFA), 2010
Desautels Faculty of Management Travel Scholarship, McGill University, 2011
GREAT Award, McGill University, 2010
CIREQ Student Travel Scholarship, 2010
Fonds Québécois de la Recherche sur la Société et la Culture Doctoral Fellowship, 2008-2010
Institut de Finance Mathématique de Montréal (IFM2) Doctoral Fellowship, 2008-2010
McGill Graduate Studies Fellowship (MGSF), 2007
Desautels Faculty of Management Doctoral Entrance Fellowship, McGill University, 2006
Updated on May 27, 2015
Page 4 of 4