王坦

联系方式:tanwang@saif.sjtu.edu.cn
秘书:舒心缘
邮箱:xyshu@saif.sjtu.edu.cn

教育背景:
博士学位:多伦多大学经济学,1992
硕士学位:多伦多大学经济学,1988
硕士学位:中国科学院运筹学,1985
学士学位:首都经济贸易大学计算机科学,1982
教授介绍:

王坦教授现任上海交通大学上海高级金融学院金融学教授,金融硕士项目学术主任。曾任滑铁卢大学经济学助理教授(1992-1996)和英属哥伦比亚大学助理教授、副教授与商学院Peter Lusztig金融学讲席教授(1996-2014)。王坦教授曾在MIT斯隆管理学院任客座教授,2003和2005年曾是克利夫兰联邦储备银行和国际货币基金组织的访问学者。

王坦教授的研究领域包括跨期资产定价理论、不确定型决策、银行系统风险、投资和风险管理等,在全球顶级学术期刊如Review of Financial Studies, Journal of Finance, Management Science, Journal of Economic Theory, Mathematical FinanceEconometrica等发表多篇论文,其中,王坦教授刊登在《金融研究评论》的论文 “私有化和风险分担:来自中国股权分置改革的证据” 获得了2014年度孙冶方金融创新奖。王坦教授也已获得国家“千人计划”。

王坦教授讲授的课程包括《风险管理》和《金融工程》等。

王坦教授于1992年获得多伦多大学的经济学博士学位。

跨期资产定价理论、不确定型决策、投资管理等。
1. Drapeau, Samuel, Tan Wang, and Tao Wang, Forthcoming, How Rational Are the Option Prices of Hong Kong Dollar Exchange Rate?, Journal of Derivatives.

2. Wang, Tan, and T. S. Wirjanto, 2016, Risk Aversion, Uncertainty, Unemployment Insurance Benet and Duration of `Wait' Unemployment, Annals of Economics and Finance.

3. Kamstra, Mark J., Lisa A. Kramer, Maurice D. Levi, and Tan Wang , 2014, Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity, Review of Asset Pricing Studies.

4. Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang, 2012, Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification, Management Science.

5. Li, K., Tan Wang, Y.-L. Cheung, and P. Jiang, 2011, Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China, The Review of Financial Studies.

6. Wang, Tan, 2008, Sharpe Ratio as a Performance Measure in a Multi-Period Model, Journal of Economic Dynamics & Control.

7. Wang, Tan, 2008, Robust Stochastic Discount Factors, The Review of Financial Studies.

8. Wang, Tan, 2007, Search and Endogenous Concentration of Liquidity in Asset Markets, Journal of Economic Theory.

9. Wang, Tan, 2007, Portfolio Selection with Parameter and Model Uncertainty, The Review of Financial Studies.

10. Wang, Tan, 2005, Model Uncertainty, Limited Market Participation and Asset Prices, The Review of Financial Studies.

11. Liu, Jun, Jun Pan, and Tan Wang, 2005, An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks, The Review of Financial Studies.

12. Wang, Tan, 2004, The Role of Risk Aversion and Uncertainty in an Indi- vidual's Migration Decision, Stochastic Models.

13. Wang, Tan, 2003, Model Misspecication and Under Diversication, The Journal of Finance.

14. Wang, Tan, 2001, Conditional Preferences and Updating, Journal of Economic Theory.

15. Wang, Tan, 2001, Valuation of New Securities in an Incomplete Market: the Catch 22 of Derivative Pricing, Mathematical Finance.

16. Wang, Tan, 2000, Equilibrium with New Investment Opportunities, Journal of Economic Dynamics & Control.

17. Wang, Tan, 2000, Intertemporal Efficient Allocations with Recursive Utility, Journal of Economic Theory.

18. Wang, Tan, 1996, Beliefs about Beliefs' without Probabilities, Econometrica.

19. Wang, Tan, 1995, Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes, Journal of Economic Theory.

20. Wang, Tan, 1994, Intertemporal Asset Pricing under Knightian Uncer-tainty, Econometrica.

21. Wang, Tan, 1993, Lp-Frechet Di erentiable Preference and `Local Utility' Analysis, Journal of Economic Theory.

22. Wang, Tan, 1993, The Becker-DeGroot-Marschak Mechanism and Generalized Utility Theories: Theoretical Predictions and Empirical Observations, Theory and Decision.

23. Wang, Tan, 1989, Simulation Technique, Techinques of Modern Management.

金融经济学
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王坦:为中国的金融改革和开放把脉

从中国到加拿大,从计算机科学学士到运筹学硕士,再到经济学硕士和博士,年轻时的王坦用了14年的时间,跨越东西两个半球来发...

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