
國籍: 中國
公司: 清華大學
職位: 特聘教授
畢業: 加拿大多倫多大學經濟學博士
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.
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