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中国著名经济人物之王坦

王坦

王坦

国籍: 中国

公司: 清华大学

职位: 特聘教授

毕业: 加拿大多伦多大学经济学博士

简介

教育背景:

加拿大多伦多大学经济学博士(经济学专业)1992

加拿大多伦多大学经济学硕士(经济学专业)1988

北京经济学院工学学士(计算机科学专业)1982

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.

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