Jiang Wang

Mizuho Financial Group Professor
Professor of Finance

Biography

Jiang Wang

Jiang Wang is the Mizuho Financial Group Professor and a Professor of Finance at the MIT Sloan School of Management.

Wang’s research focuses on the pricing of financial assets and investment and risk management. He is currently working on the characterization of financial risks, the impact of liquidity on asset prices, optimal trading execution, and optimal portfolio choices. He also is doing research on financial development in China.

Wang holds a BS in physics from Nanjing University, a PhD in theoretical physics from the University of Pennsylvania, and a PhD in finance from the Wharton School, University of Pennsylvania.

Current Research Focus: Professor Wang’s current research focuses on market frictions, market liquidity and their impact on trading strategies, asset pricing, risk management, and market stability.  Recently, he also conducts research on the Chinese capital market and its development.  Current projects include high-frequency trading and market efficiency, optimal intervention policy during liquidity crisis, optimal portfolio execution, systemic risk and market liquidity, and Chinese Capital Market Yearbook and database.

Full curriculum vitae

Website

Working Papers

 

Contact Information
Office: E62-614
Tel: (617) 253-2632
Fax: (617) 258-6855
Support Staff
Name: Miss Bridgette Ann Hayes
Tel: (617) 253-3386
Group(s)

Research Center(s)

General Expertise
Arbitrage pricing theory; Asset management and pricing; Bond pricing; Capital market; China; Contagion; Currency; Derivatives; Equities; Financial engineering; Financial markets; Futures; Investment risk; Investment strategies; Market microstructure; Mutual funds; Options; Options pricing, valuation; Portfolio choice; Portfolio design and management; Security prices; Stock exchange; Stock market; Stock trading; Trading decisions; Treasuries