王凯
助理教授
Tel: 010-62288200
E-mail: kai.wang@cufe.edu.cn
Office: 学术会堂808
Personal Webpage: https://kai-wang.weebly.com
EMPLOYMENT
Assistant Professor of Finance, Central University of Finance and Economics (CUFE), 2019 - present
EDUCATION
1.PhD in Finance at Bocconi University, Milan, Italy, 2014 - 2019
2.M.S. in Finance at WISE - Xiamen University, China, 2011 - 2014
3.B.S. in Economics at Huazhong University of Science and Technology (HUST), China, 2007 - 2011
RESEARCH INTERESTS
Empirical & Theoretical Asset Pricing, Derivatives, Financial Econometrics, Financial Economics
WORKING PAPERS
1.Risk-Neutral Cumulants, Expected Risk Premia, and Future Stock Returns (Best Doctoral Paper Award of the 7th MFS)
2.The Cross-Sectional Variation of Skewness Risk Premia
3.A Bayesian Regime Switching Model of Consumption Dynamics and the Role of Higher Moments
4.Factor Structure of Expected Risk Premia
TEACHING
1.Applied Econometrics (Undergraduate), Instructor, CUFE, Fall, 2019
2.Financial Econometrics (Graduate), Instructor, CUFE, Spring, 2020
3.Finance 3 (PhD Course), Lecturer of Exercises Session, Bocconi, Spring, 2017
GRANT
1.National Natural Science Foundation of China (NSFC) (Grant No. 71802104), 2019 - 2021, Principal Participant.
REFEREEING
1.Referee for the International Journal of Forecasting (Elsevier)， 2018 - present
2.Referee for the Quantitative Finance， 2019 - present
SELECTED PRESENTATIONS
1.2019 Asian Meeting of the Econometric Society, Xiamen, 2019
2.The 7th Spring Conference of the Multinational Finance Society, Chania, 2019
3.The 7th Applied Financial Modelling Conference, Melbourne, 2019
4.Bocconi Brown Bag Seminar, Milan, 2018
5.FMND2017 Conference, Paris, 2017
SELECTED SCHOLARSHIPS AND AWARDS
1.Full Bocconi PhD Fellowship (merit-based), 2014 - 2019
2.ARPM Bootcamp, New York University, PhD Student Award, 2017
3.Graduate Student Scholarship (merit-based), Xiamen University, 2011 - 2013
4.Excellent Bachelor's Degree Thesis in Hubei Province, 2011
5.Outstanding Graduates of Huazhong University of Science and Technology (HUST), 2011
6.The First Prize Scholarship for Undergraduate Students (merit-based), HUST, 2008 - 2010
Updated: October 2019
