王坦

上海交通大学上海高级金融学院金融学讲席教授

博士学位:多伦多大学经济学,1992
硕士学位:多伦多大学经济学,1988
硕士学位:中国科学院运筹学,1985
学士学位:首都经济贸易大学计算机科学,1982

王坦教授现任上海交通大学上海高级金融学院金融学讲席教授,曾任副院长。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 StudiesJournal of FinanceManagement ScienceJournal of Economic TheoryMathematical FinanceEconometrica 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。

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、可持续发展等
  • 期刊论文

    1. Wang, Tan. 1989. Simulation Technique, Techinques of Modern Management.

    2. Wang, Tan. 1993. Lp-Fréchet Differentiable Preference and "Local Utility" Analysis, Journal of Economic Theory, 61(1), 139-159.

    3. 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, 34(2), 83-97.

    4. Epstein, Larry G., and Tan Wang. 1994. Intertemporal Asset Pricing Under Knightian Uncertainty, Econometrica, 62(2), 283-322.

    5. Epstein, Larry G., and Tan Wang. 1995. Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes, Journal of Economic Theory, 67(1), 40-82.

    6. Epstein, Larry G., and Tan Wang. 1996. "Beliefs about beliefs" without probabilities, Econometrica, 64(6), 1343-1373.

    7. Dumas, Bernard, Raman Uppal, and Tan Wang. 2000. Efficient Intertemporal Allocations with Recursive Utility, Journal of Economic Theory, 93(2), 240-259.

    8. Boyle, Phelim, and Tan Wang. 2001. Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing, Mathematical Finance, 11(3), 267-284.

    9. Wang, Tan. 2001. Equilibrium with new investment opportunities, Journal of Economic Dynamics and Control, 25(11), 1751-1773.

    10. Wang, Tan. 2003. Conditional preferences and updating, Journal of Economic Theory, 108(2), 286-321.

    11. Uppal, Raman, and Tan Wang. 2003. Model Misspecification and Underdiversification, Journal of Finance, 58(6), 2465-2486.

    12. Wang, Tan, and Tony S. Wirjanto. 2004. The Role of Risk and Risk Aversion in an Individual's Migration Decision, Stochastic Models, 20(2), 129-147.

    13. Liu, Jun, Jun Pan, and Tan Wang. 2004. An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks, Review of Financial Studies, 18(1), 131-164.

    14. Cao, H. Henry, Tan Wang, and Harold H. Zhang. 2005. Model uncertainty, limited market participation, and asset prices, Review of Financial Studies, 18(4), 1219-1251.

    15. Vayanos, Dimitri, and Tan Wang. 2007. Search and endogenous concentration of liquidity in asset markets, Journal of Economic Theory, 136(1), 66-104.

    16. Garlappi, Lorenzo, Raman Uppal, and Tan Wang. 2007. Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach, Review of Financial Studies, 20(1), 41-81.

    17. Cvitanić, Jakša, Ali Lazrak, and Tan Wang. 2008. Implications of the Sharpe ratio as a performance measure in multi-period settings, Journal of Economic Dynamics and Control, 32(5), 1622-1649.

    18. Boyle, Phelim, Shui Feng, Weidong Tian, and Tan Wang. 2008. Robust Stochastic Discount Factors, Review of Financial Studies, 21(3), 1077-1122.

    19. Li, Kai, Tan Wang, Yan Leung Cheung, and Ping Jiang. 2011. Privatization and Risk Sharing: Evidence from the split share structure reform in China, Review of Financial Studies, 24(7), 2499-2525.

    20. Boyle, Phelim, Lorenzo Garlappi, Raman Uppal, and Tan Wang. 2012. Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification, Management Science, 58(2), 253-272.

    21. 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(1), 39-77.

    22. Wang, Tan, and Tony S. Wirjanto. 2016. Risk Aversion, Uncertainty, Unemployment Insurance Benefit and Duration of "Wait" Unemployment, Annals of Economics and Finance, 17(1), 1-34.

    23. Chen, Hong, Tan Wang, and David D. Yao. 2021. Financial Network and Systemic Risk—A Dynamic Model, Production and Operations Management, 30(8), 2441-2466.

    24. Drapeau, Samuel, Tan Wang, and Tao Wang. 2021. How rational are the option prices of the Hong Kong dollar exchange rate?, Journal of Derivatives, 28(3), 140-161.

    25. Liu, Yu, Hao Wang, Tan Wang, and Lihong Zhang. 2025. Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing, Management Science, 71(6), 5185-5203.

    26. He, Nan, and Tan Wang. 2025. Is 1/N investment portfolio optimal under ambiguity?, Economics Letters, 256, 112624.

  • 工作论文

    Liu, Yu, Hao Wang, Tan Wang and Lihong Zhang, 2023, Volatility Ambiguity, Portfolio Decisions, and Equilibrium Asset Pricing.

金融经济学