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關注541贊(1)
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王坦
- 行業：--
- 公司：清華大學
- 籍貫：
- 職位：特聘教授
- 畢業：加拿大多倫多大學經濟學博士
簡介：教育背景：
加拿大多倫多大學經濟學博士(經濟學專業)，1992年
加拿大多倫多大學經濟學碩士(經濟學專業)，1988年
北京經濟學院工學學士(計算機科學專業)，1982年
研究興趣：
資產定價、不確定性下的決策理論、投資和風險管理等
講授課程：
高級資本市場理論
近期論文：
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.
