王坦教授现任上海交通大学上海高级金融学院副院长、金融学教授。王坦教授曾任滑铁卢大学经济学助理教授(1992-1996),并于1996-2014年在英属哥伦比亚大学历任助理教授、副教授与商学院Peter Lusztig金融学讲席教授。王坦教授曾在麻省理工学院斯隆管理学院任客座教授,2003和2005年曾是克利夫兰联邦储备银行和国际货币基金组织的访问学者。
王坦教授的研究领域包括跨期资产定价理论、不确定型决策、银行系统风险、投资、风险管理和可持续发展等,在全球顶级学术期刊如Review of Financial Studies,Journal of Finance,Management Science,Journal of EconomicTheory,Mathematical Finance和Econometrica等发表高水平论文 20 余篇,其中,王坦教授刊登在《金融研究评论》的论文“私有化和风险分担:来自中国股权分置改革的证据”获得了 2014 年度孙冶方金融创新奖。
王坦教授讲授的课程包括金融经济学、风险管理、金融工程等。
1. Chen, Hong, Tan Wang, and David D. Yao. 2021.Model Financial Network and Systemic Risk—A Dynamic Model,Production and Operations Management.
2. Wang, Tan, and T. S. Wirjanto. 2016.Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment,Annals of Economics and Finance.
3. Kamstra, Mark J., Lisa A. Kramer, Maurice D. Levi, and Tan Wang . 2014.Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity,Review of Asset Pricing Studies.
4. Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang. 2012.Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification,Management Science.
5. Li, K., Tan Wang, Y.-L. Cheung, and P. Jiang. 2011.Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China,Review of Financial Studies.
6. Cvitanic, Jaksa, Ali Lazrak, and Tan Wang. 2008.Implications of the Sharpe ratio as a performance measure in multi-period settings,Journal of Economic Dynamics & Control.
7. Boyle, Phelim, Shui Feng, Weidong Tian, and Tan Wang. 2008.Robust Stochastic Discount Factors,Review of Financial Studies.
8. Vayanos, Dimitri, and Tan Wang. 2007.Search and Endogenous Concentration of Liquidity in Asset Markets,Journal of Economic Theory.
9. Garlappi, Lorenzo, Raman Uppal, and Tan Wang. 2007.Portfolio Selection with Parameter and Model Uncertainty,Review of Financial Studies.
10. Cao, H. Henry, Tan Wang, and Harold H. Zhang. 2005.Model Uncertainty, Limited Market Participation and Asset Prices,Review of Financial Studies.
11. Liu, Jun, Jun Pan, and Tan Wang. 2005.An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks,Review of Financial Studies.
12. Wang, Tan, and Tony Wirjanto. 2004.The Role of Risk Aversion and Uncertainty in an Indi- vidual's Migration Decision,Stochastic Models.
13. Uppal, Raman, and Tan Wang. 2003.Model Misspecication and Under Diversication,Journal of Finance.
14. Wang, Tan. 2001.Conditional Preferences and Updating,Journal of Economic Theory.
15. Wang, Tan. 2001.Valuation of New Securities in an Incomplete Market: the Catch 22 of Derivative Pricing,Mathematical Finance.
16. Wang, Tan. 2000.Equilibrium with New Investment Opportunities,Journal of Economic Dynamics & Control.
17. Dumas, Bernard, Raman Uppal, and Tan Wang. 2000.Efficient Intertemporal Allocations with Recursive Utility Dumas,Journal of Economic Theory.
18. Epstein, Larry G., and Tan Wang. 1996.Beliefs about Beliefs' without Probabilities,Econometrica.
19. Epstein, Larry G., Tan Wang. 1995.Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes,Journal of Economic Theory.
20. Epstein, Larry G., Epstein, and Tan Wang. 1994.Intertemporal Asset Pricing under Knightian Uncer-tainty,Econometrica.
21. Wang, Tan. 1993.Lp-Frechet Di erentiable Preference and `Local Utility' Analysis,Journal of Economic Theory.
22. Keller, L. Robin, Uzi Segal, and Tan Wang. 1993.The Becker-DeGroot-Marschak Mechanism and Generalized Utility Theories: Theoretical Predictions and Empirical Observations,Theory and Decision.
23. Wang, Tan. 1989.Simulation Technique,Techinques of Modern Management.
1. Liu, Yu, Hao Wang, Tan Wang and Lihong Zhang, 2023,Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing.