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王坤 助理教授 |
工作地点:财经主楼906 |
Email:kwang@xjtu.edu.cn |
教育经历:
2016.9-2022.2 台湾清华大学,财务金融学博士学位;
2014.9-2016.6 台湾清华大学,财务金融学硕士学位;
2009.9-2013.6 中南财经政法大学,管理学学士学位。
工作经历:
2023.3-至今 米兰网页版,米兰(中国)金融科技系
研究方向:
金融时间序列分析,波动率模型,期权定价
学术论文:
[1]Han, C. H., & Wang, K. (2022). Stressed portfolio optimization with semiparametric method. Financial Innovation, 8(1), 1-34.
[2]Wang, K., & Han, C. H. (2022). The VolCo index: a measure of the transition from pandemic to equity market. Applied Economics Letters, 1-5.
[3]Wang, K., & Chen, J. (2022). How does the deterrence of fraud affect firms’ innovation outputs?. Applied Economics Letters, 1-5.
[4]Fu, C.-C., Han, C.-H., and Wang, K. (2023). A novel semi-static method for the index tracking problem. Accepted by Handbook of Investment Analysis, Portfolio Management and Financial Derivatives. Editor C.F. Lee.