Zhan Wang

Zhan Wang, CFA, is an Assistant Professor of the Research Center of Finance at Shanghai Business School, Shanghai, China. His research interests are risk management and portfolio theory. He has published in the Journal of Portfolio Management and The B.E. Journal of Theoretical Economics. He obtained his Ph.D. degree of finance from West Virginia University at 2018, his Master of Science degree in business administration and finance from West Virginia University at 2012, and his Bachelor degree in chemistry from Zhejiang University at 2008.

Articles by Zhan Wang

Original research

Detecting prudence and temperance in risk exposure: the hybrid variance framework

This paper analyses the correlations between returns and HVs in the short and long terms while developing a risk measure designed to contain the impacts of prudence and temperance on risk aversion.

11 Jul 2022

Original research

On modeling contagion in the formation of operational risk loss

This paper models an overall operational risk loss caused by the accumulation of intermediate losses incurred at each process via a mechanism of network contagion across distinct processes within the boundary of a bank.

27 Jul 2021