王坦

• 行業(yè)：--
• 公司：清華大學
• 籍貫：
• 職位：特聘教授
• 畢業(yè)：加拿大多倫多大學經(jīng)濟學博士

簡介：教育背景：


加拿大多倫多大學經(jīng)濟學博士(經(jīng)濟學專業(yè))，1992年


加拿大多倫多大學經(jīng)濟學碩士(經(jīng)濟學專業(yè))，1988年


北京經(jīng)濟學院工學學士(計算機科學專業(yè))，1982年


研究興趣：


資產(chǎn)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.