George Ye

Professor
Sobey School of Business
Finance Info Sys and Mgmt Science

Faculty Member Information

Interests

Derivatives, Asset pricing, International capital markets, Portfolio management, and international education

Education

Ph.D., Finance, Queen's University, 1999
M.A., Mathematics and Statistics, York University, 1993
M.Eng., Mechanical Engineering, Beijing Institute of Technology, 1985
B.S., Mathematics, Peking University, 1982

Professional Licensures & Certifications

FRM (Financial Risk Manager), Global Association of Risk Professionals, 2005

Academic Work Experience

2005 - 2006, Visiting Professor, Shanghai University
1999 - Present, Professor in Finance, Saint Mary's University
1985 - 1988, Lecturer, Beijing Institute of Technology

Non-Academic Work Experience

1988 - 1991, Project Manager, Chia Tai International Investment Co. Ltd.

Membership

2005 - Present, GARP

Honours

Fellow World Business Institute - 2011
Academic Scholarship Queen's University - 1994
Graduate Scholarship York Univeristy - 1992

Teaching: Course / Program Development

2005/03 - 2014/03, Teaching at Saint Mary's University

Scholarly Contributions

Book

Ye George, Chen X. "Financial Derivatives: Angels or Devils" (Spring - 2007)
Ye George. "Risk Management: Study Guide" (Winter - 2005)

Journal Articles

Panasian C, Ye George. "How Many Days Equal A Year? A Note on the Mean-Variance Model", Journal of Finance & Investment Analysis 4:1 (Spring - 2015), 31-37
Ye George, Wang H. "A Sourcing Strategy for the Middle Offices in Financial Institutions", Journal of Economic & Financial Studies 3:6 (Winter - 2015), 26-32
Ye George. "The Interactions between China and US Stock Markets: New Perspectives", Journal of International Financial Markets, Institutions and Money 31 (Spring - 2014), 331-342
Wang Eric, Ye George. "A Chinese Cinderella's Global Debut: Internationalzation of Busisness Programs at JUFE", Asia Pacific and Globalization Review 2:1 (Spring - 2012)
Ye George. "Exotic options: Boundary analyses", Journal of Derivatives & Hedge Funds 15:2 (Spring - 2009), 149-157
Ye George. "Asian Options versus Vanilla Options: A Boundary Analysis", Journal of Risk Finance 9:2 (Spring - 2008), 188-199
Ye George, Song Q. "Risk Management and Modern Finance", Journal of Finance and Trade Economics No. 11 (Spring - 2007), 24-28
Ye George. "Asian Options Can Be More Expensive than Their Plain Vanilla European Counterparts", Journal of Derivatives 13:1 (Spring - 2005), 56-60
Ye George. "A Puzzle in The Markowitz's Mean-Variance Model", Finance Letters 2:5 (Spring - 2004)
Neave E., Ye George. "Pricing Asian Options in The Framework of The Binomial Model: A Quick Algorithm", Derivatives Use, Trading, & Regulation 9:3 (Spring - 2003), 203-216
Ye George. "The Impacts of Liquidity Risk on the Prices of Swaps with Default Risk", Journal of Risk Finance 3:3 (Spring - 2002), 6-13

Presentation

Ye George. "The interactions between China and US stock markets: new perspectives", 2014 Frontiers of Business Research in China (FBR) International Symposium (Spring - 2014)
Ye George. "A Sourcing Strategy for the Middle Offices in Financial Institutions, with Hai Wang", 2014 Frontiers of Business Research in China (FBR) International Symposium (Spring - 2014)
Ye George. "Are Risk-Averse Investors Rational? A Puzzle in the Mean-Variance Model", The 2002 International Conference on Banking and Finance (Spring - 2002)
Ye George. "Are Risk-Averse Investors Rational? A Puzzle in the Mean-Variance Model", The 2002 Northern Finance Association Conference (Spring - 2002)
Ye George. "The Impacts of Liquidity Risk on the Prices of Swaps with Default Risk", The 2001 MidWest Finance Association Conference (Spring - 2001)
Ye George. "Pricing Defaultable Swaps with Liquidity Risk", The 2001 Global Finance Conference (Spring - 2001)
Ye George. "The Impacts of Liquidity Risk on the Prices of Swaps with Default Risk", The 2001 ICM Conference (Spring - 2001)
Ye George. "The Impacts of Liquidity Risk on the Prices of Swaps with Default Risk", The 2001 Northern Finance Association Conference (Spring - 2001)
Ye George. "Pricing Asian Options", Computational & Quantitative Finance, RISK Conference (Spring - 1999)
Ye George. "Valuation of Asian Options", The 1999 Multinational Finance Society Conference (Spring - 1999)
Ye George. "Pricing Asian Options Using A Path Bundling Technique", The 1999 Asian Pacific Finance Association Conference (Spring - 1999)

Conference Proceedings

Neave E., Ye George. "Valuation of Arithmetic Average Calls: Further Results", The 9th International AFIR Colloquium Proceedings (1999 - 1999)
Ye George. "Pricing American Options on Currency Exchange Rates with Stochastic Interest Rates", The 1997 ASAC Proceedings, Finance Division (1997 - 1997)

Editorial Work

Eric Wang, Yang Jun, George Y, Huang Lan-lan. (Ed.) (2012) Management Theory and Practices in China. UK: Inderscience Enterprises Ltd.

Service: Institutional Committees

BComm Council, 2013/01 - None (Member)
Master of Finance Program Council, 2001/02 - 2005/04 (769)

Service: Professional or Disciplinary

Chair (Conference), The Annual Shanghai Business, Economics and Finance Conference 2014/01 - 2014/01
Session Chair (Conference), ASB Conference at Antigonish, NS 2012/03 - 2012/03
Designer of Financial Planners Confidence Index, Financial Planners magazine, China 2008/02 - 2009/01
Columnist, Financial Planner magazine, China 2007/03 - Present
Associate Editor , International Review of Business Research Papers 1999/03 - Present
Editorial Board Member, Journal of Entrepreneurial Finance and Accounting 1999/03 - Present
Editorial Board Member, Contemporary Finance and Economics (Chinese) 1999/03 - Present