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香港中文大学工商管理学院老师教授导师介绍简介-van Vliet, Willem J.

本站小编 Free考研考试/2022-01-28

van Vliet, Willem J. AA (Bard College at Simon’s Rock); BS, MA, PhD (Chicago)



Assistant Professor
ContactDepartment of Finance
Room 1240, 12/F
Cheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 1776

wvanvliet@cuhk.edu.hk


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BiographyProf. Willem J. van Vliet is an Assistant Professor of Department of Finance at The Chinese University of Hong Kong (CUHK) Business School. His research focuses on financial networks, and in particular what we can learn about financial networks from asset price data. He received his PhD in Financial Economics from The University of Chicago in 2019.
Teaching AreasOptions and Futures
Quantitative Methods
Research InterestsFinancial Networks
Systemic Risk
Financial Economics
Asset Pricing
Publications & Working PapersWillem J. van Vliet (2019), “Connections as Jumps: Estimating Financial Interconnectedness from Market Data.”

Awards & HonoursStevanovich Fellowship awarded by Stevanovich Center for Financial Mathematics, 2017
Macro Financial Modeling Fellowship awarded by Macro Financial Modeling Project, 2016

Academic/Professional ServicesAd hoc reviewer for Journal of Banking & Finance



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