王坦简介
王坦
- 职务：特聘教授
- 单位：清华大学
- 出生年月：
- 国籍：中国
- 籍贯：
清华大学特聘教授/加拿大不列颠哥伦比亚大学副教授
王坦详细资料
教育背景：
加拿大多伦多大学经济学博士(经济学专业)，1992年
加拿大多伦多大学经济学硕士(经济学专业)，1988年
北京经济学院工学学士(计算机科学专业)，1982年
研究兴趣：
资产定价、不确定性下的决策理论、投资和风险管理等
讲授课程：
高级资本市场理论
近期论文：
1. Liu. J., J. Pan and T. Wang (2005): "An Equilibrium Model of Rare Event Premia and Its Implication for Option Smirks, " Review of Financial Studies , vol. 18, pp. 131 - 164
2. Wang, T. and T. Wirjanto (2004): "The Role of Risk Aversion and Uncertainty in an Individual's Migration Decision," Stochastic Models, vol. 20, pp. 129-147.
3. Uppal, R. and T. Wang (2003): "Model Misspecification and Under Diversification, " Journal of Finance. vol.58, pp.2465-2486.
4. Wang, T. (2003): "Conditional Preferences and Updating," Journal of Economic Theory, vol.108, pp.286-321.
5. Boyle, P. and T. Wang (2001): "Valuation of new securities in an incomplete market: the catch 22 of derivative pricing," Mathematical Finance, vol. 11, pp. 267-284.
6. Wang, T. (2001): "Equilibrium with New Investment Opportunities," Journal of Economic Dynamics and Control, Vol. 25, pp.1751-1773.
7. Dumas, B., R. Uppal and T. Wang (2000): "Intertemporal Efficient Allocations with Recursive Utility," Journal of Economic Theory, Vol. 93, pp.240-259.
8. Epstein, L. and T. Wang (1996): "`Beliefs about Beliefs' without Probabilities," Econometrica, Vol. 64, No. 6, pp.1343-1373.
9. Epstein, L. and T. Wang (1995): "Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes," Journal of Economic Theory, Vol. 67, No. 1, pp.40-82.
10. Epstein, L. and T. Wang (1994): "Intertemporal Asset Pricing under Knightian Uncertainty," Econometrica, Vol. 62, No. 2, pp.283-322.
11. Wang, T. (1993): "L_p-Frechet Differentiable Preference and `Local Utility' Analysis," Journal of Economic Theory, 61, pp.139--159.
