I am a PhD student at the Vienna Graduate School of Finance (VGSF) and the Institute of Statistics and Operations Research (ISOR) at the University of Vienna.

My research interests lie in portfolio optimization, financial econometrics, quantitative risk management, and behavioral finance. I am particularly interested in modeling real-life household portfolio optimization problems that incorporate behavioral biases. My goal is to quantify decision-making processes in practical scenarios and develop suitable digital tools to help investors reassess and improve their investment behavior.

E-Mail: yuan.chen@univie.ac.at

CV: Yuan Chen

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Working Papers

Multivariate Inference for Dynamic Systemic Risk Measures. (with Nikolaus Hautsch, Melanie Schienle, and Jérémy Leymarie ), presented at SOFIE 2025 (Paris), QFFE 2025 (Marseille), R&R Journal of Econometrics

Cardinality-Constrained Optimization for Large-Scale Portfolio (with Immanuel Bomze, Nikolaus Hautsch, and Bo Peng), presented at EURO 2025 (Leeds), EUROPT 2025 (Southampton)

Is Correlation Neglect Bad for Portfolio Diversification?

Apps Based on My Research

: ) I am working hard to make it happen asap.

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