王江

联系方式:wangj@mit.edu
秘书:许殷莉
邮箱:ylxu@saif.sjtu.edu.cn

教育背景:
博士学位:宾夕法尼亚大学沃顿商学院金融学, 1990
博士学位:宾夕法尼亚大学物理学, 1985
学士学位:南京大学物理学, 1981
教授介绍:

宾夕法尼亚大学物理学博士和沃顿商学院金融学博士

王江教授现任麻省理工学院斯隆管理学院瑞穗金融集团讲席教授、美国国家经济署研究员。

王江教授目前的研究领域包括资产定价理论、投资管理、风险管理、市场流动性和稳定性、交易策略、金融创新和金融工程、国际金融和中国资本市场等。他在国际著名学术刊物如Journal of Finance, Journal of Financial Economics, Journal of Political Economy, Quarterly Journal of Economics, Review of Economic Studies, Review of Financial Studies等发表多篇论文。2006年出版著作《金融经济学》(人民大学出版社)。其研究工作获得了Smith Breeden PrizeFAME Research Prize, Leo Melamed Prize, Batterymarch Fellowship等著名奖项。他还担任多个国际学术杂志的编委。

王江教授曾任纽约联邦储备银行顾问、住行专家和金融顾问委员会委员、中国证监会国际专家委员会委员、纳斯达克股票市场股份有限公司经济顾问委员会委员、FTSE经济顾问委员会委员和Moody’s学术顾问委员会委员等。他还曾任美国金融学会理事、美国西部金融学会理事、伦敦经济学院和新加坡管理大学资深访问教授、清华大学中国金融研究中心主任。他现为美国西部金融学会当选主席、上海高级金融学院学术委员会主席。


资产定价理论、投资管理、风险管理、证券市场微结构、国际金融、金融创新和金融工程等


1. Hu, Xing Grace, Jun Pan, and Jiang Wang, 2013, Noise as Information for Illiquidity, Journal of Finance.

2. Obizhaeva, Anna A., and Jiang Wang, 2013, Optimal Trading Strategy and Supply/Demand Dynamics, Journal of Financial Markets.

3. Longsta, Francis A., and Jiang Wang, 2012, Asset Pricing and the Credit Market, Review of Financial Studies.

4. Vayanos, Dimitri, and Jiang Wang, 2012, Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition, Review of Financial Studies.

5. Bao Jack, Jun Pan, and Jiang Wang, 2011, The Illiquidity of Corporate Bonds, Journal of Finance.

6. Huang, Jennifer, and Jiang Wang, 2010, Market Liquidity, Asset Prices and Welfare, Journal of Financial Economics.

7. Huang, Jennifer, and Jiang Wang, 2009, Liquidity and Market Crashes, Review of Financial Studies.

8. Lo Andrew W., and Jiang Wang, 2009, Stock Market Trading Volume, Applied Financial Economics.

9. Wang, Jiang, 2008, Firms as Buyers of Last Resort: Financing Constraints, Stock Returns and Liquidity, Journal of Financial Economics.

10. Wang, Jiang, 2006, Trading Volume: Implications of An Intertemporal Asset Pricing Model, Journal of Finance.

11. Wang, Jiang, 2006, Evaluating Portfolio Policies: A Duality Approach, Operations Research.

12. Wang, Jiang, 2006, The Price Impact and Survival of Irrational Traders, Journal of Finance.

13. Wang, Jiang, 2004, Asset Prices and Trading Volume Under Fixed Transactions Costs, Journal of Political Economy.

14. Wang, Jiang, 2003, Trading Volume, Advances in Financial Economics.

15. Wang, Jiang, 2002, Dynamic Volume-Return Relations of Individual Stocks, Review of Financial Studies.

16. Wang, Jiang, 2000, Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation, Journal of Finance.

17. Wang, Jiang, 2000, Trading and Returns Under Periodic Market Closures, Journal of Finance.

18. Wang, Jiang, 2000, Trading Volume: De nitions, Data Analysis, and Implications of Portfolio Theory, Review of Financial Studies.

19. Wang, Jiang, 1997, Market Structure, Security Prices and Informational Eciency, Macroeconomic Dynamics.

20. Wang, Jiang, 1996, A Model of Trading Volume with Tax-Induced Heterogeneous Valuation and Transaction Costs, Journal of Financial Intermediation.

21. Wang, Jiang, 1996, The Term Structure of Interest Rates In A Pure Exchange Economy With Heterogeneous Investors, Journal of Financial Economics.

22. Wang, Jiang, 1995, Differential Information and Dynamic Behavior of Stock Trading Volume, Review of Financial Studies.

23. Wang, Jiang, 1995, Implementing Option Pricing Formulas When Asset Returns Are Predictable, Journal of Finance .

24. Wang, Jiang, 1994, A Model of Competitive Stock Trading Volume, Journal of Political Economy.

25. Campbell, J., S.Grossman, and Jiang Wang, 1993, Trading Volume and Serial Correlation in Stock Returns, Quarterly Journal of Economics.

26. Nill, and Jiang Wang, 1993, A Model of Intertemporal Asset Prices Under Asymmetric Information, Review of Economic Studies.

招生公告
  • 招生人数:30人左右
  • 开学时间:2017年9月(最终开课日期以实际为准)
  • 授课地点:北京、上海
招生咨询
  • 电话:400-921-5588
  • 邮箱:

    dba.admissions@saif.sjtu.edu.cn



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