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.