Jiang Wang

Faculty

Jiang Wang

About

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.

Publications

"​Dynamic Portfolio Execution."

Tsoukalas, Gerry, Jiang Wang, and Kay Giesecke. Management Science. Forthcoming.

"Early Peek Advantage? Efficient Price Discovery with Tiered Information Disclosure."

Hu, Grace Xing, Jun Pan, and Jiang Wang. Journal of Financial Economics Vol. 126, No. 2 (2017): 399-421. Download Paper.

"Market Selection."

Kogan, Lenoid, Stephen Ross, Jiang Wang, and Mark Westerfield. Journal of Economic Theory Vol. 168, (2017): 209-236.

Chinese Capital Market Yearbook 2014.

Wang, Jiang. Shanghai, China: China Academy of Financial Research, 2015.

Chinese Capital Market Yearbook 2013.

Hu, Xing, Jun Pan and Jiang Wang. Shanghai, China: China Academy of Financial Research, 2014.

"Noise as Information for Illiquidity."

Grace Xing Hu, Jun Pan and Jiang Wang. Journal of Finance Vol. 68, No. 6 (2013): 2223-2772.

Load More