Yajun Wang

Finance

Ph.D. Finance 2010 (expected), Washington University in St. Louis
M.S. Financial Mathematics 2005, National University of Singapore
B.S. Mathematics 1998, Nankai University, China

Research interests:

Asset Pricing, Information Economics, Market Microstructure, and Investment

Papers:

"Margin Requirements, Asset Pricing, and Welfare Implications," working paper

"Asymmetric Information, Endogenous Illiquidity, and Asset Pricing With Imperfect Competition," with Liu, H., working paper

"Increases in Risk Aversion and Portfolio Choice in a Complete Market," with Dybvig, P., working paper

Academic/professional activities:

Instructor: Finance 500J Mathematical Foundations in Finance (M.S. in Finance Course), at Washington University in St. Louis, Fall 2008 and 2009
Teaching Assistant: Futures and Options (MBA, 2005-2009, Prof. Liu) at Washington University in St. Louis
Teaching Assistant: Derivatives (MBA, 2005-2009, Prof. Liu) at Washington University in St. Louis
Teaching Assistant: Advanced Derivatives (M.S. in Finance, 2007-2009, Prof. Liu) at Washington University in St. Louis
Teaching Assistant: Investment (MBA, 2006-2007, Prof. Charoenrook) at Washington University in St. Louis
Teaching Assistant: Mathematical Finance (M.S. in Finance, 2007-2009, Prof. Liu) at Washington University in St. Louis
Refereed papers for: Journal of Economic Theory
Professional Membership: American Finance Associa

Awards/honors:

Washington Univeristy in St. Louis, Doctoral Fellowship, 2005 - present
National Univeristy of Singapore, Scholarship, 2003-2004
Nankai University, Scholarship, 1994 - 1995, and 1997

Personal interests:

Good Music and Movies, Reading, Swimming, Yoga