Weidong Tian

Weidong Tian

Professor of Finance, Distinguished Professor in Risk Management and Insurance, Department of Finance, Belk College of Business, University of North Carolina at Charlotte, USA.

Research interests: asset pricing, risk management, Knightian uncertainty, derivative and insurance market.

Weidong Tian received his Ph.D. in 1999 from McGill University, Montreal, Canada.

Previous academic positions: 

  • Associate Professor of Finance, Distinguished Scholar in Risk Management and Insurance, University of North Carolina at Charlotte. 
  • Associate Professor, University of Waterloo. 

Referred journal publications: 

  • “Optimal Stopping with Reward Constraints” (with Jerome Detemple and Jie Xiong), Finance and Stochastics, 16, 2012, pp. 423-448.
  • “Optimal Insurance Design under Ambiguity” (with Carole Bernard and Ji Shaolin), Decisions in Economics and Finance, 2012. 
  • “The Stock Option Debate in Executive Compensation” (with Phelim Boyle, Ranjini Jha, and Shannon Kennedy), Quarterly Journal of Finance, 1 (1), 2011, pp. 169-203. 
  • “Insurance Market Effects of Risk Management Metrics” (with Carole Bernard), The Geneva Risk and Insurance Review, 35 (1), 2010, pp. 47-80. 
  • “Optimal Reinsurance Arrangements under Tail Risk Measure” (with Carole Bernard), Journal of Risk and Insurance, 76 (3), 2009, pp. 253-280.
  • “Optimal Design of Equity Linked Structured Products under Probability” (with Phelim Boyle), Scandinavian Actuarial Journal, 4, 2009, October, pp. 253-280. 
  • “Robust Stochastic Discount Factors” (with Phelim Boyle, Shui Feng, and Tan Wang), Review of Financial Studies, 21 (3), 2008, pp. 1077-1122.
  • “The Design of Equity Indexed Annuities” (with Phelim Boyle), Insurance: Mathematics and Economics, 43 (3), 2008, pp. 303-315. 
  • “Portfolio Management with Constraints” (with Phelim Boyle), Mathematical Finance, 17 (3), 2007, pp. 319-343. 
 
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