Tan Wang is a Professor of Finance, Deputy Dean and MF Program Academic Director at Shanghai Advanced Institute of Finance (SAIF), Shanghai Jiao Tong University. Prior to joining SAIF, he was Assistant Professor of Economics at University of Waterloo from 1992-1996 and Assistant Professor, Associate Professor and Peter Lusztig Professor of Finance at University of British Columbia from 1996-2014. Professor Wang was a visiting professor at MIT (2001). Professor Wang was also a visiting scholar with the International Monetary Fund (2005) and Federal Reserve Bank of Cleveland (2003).
Professor Wang’s research areas include asset pricing, decision making under risk and uncertainty, systemic risk in banking, investment and risk management.
Professor Wang has published extensively in leading finance journals including Review of Financial Studies, Journal of Finance, Management Science, Journal of Economic Theory, Mathematical Finance and Econometrica. Most notably, Professor Wang’s research paper, “Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China”, published in The Review of Financial Studies has just recently been awarded by Sun Yefang Financial Innovation Award（2014）.
Professor Wang offers a number of courses at SAIF, including Risk Management and Financial Engineering.
Professor Wang received his PhD in Economics from University of Toronto (1992).
Journal Publications
1.
Chen, Hong, Tan Wang, and David D. Yao, 2021, 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, The Review of Financial Studies
