Dr. Liao WANG
Innovation and Information Management

Assistant Professor
3917 1535
lwang98@hku.hk
KK 806


Academic & Professional Qualification
PhD in Operations Research, Columbia University
Master in Financial Engineering, Cornell University
Bachelor in Quantitative Finance, National University of Singapore
Biography
Liao Wang obtained her Ph.D. degree in Operations Research in Department of Industrial Engineering and Operations Research at Columbia University in 2017. Dr. Wang holds a BSc (Hons) in Quantitative Finance from National University of Singapore and MEng in Financial Engineering from Cornell University.
Teaching
IIMT3636 – Decision and Risk Analysis I
MSBA7017 – Financial Engineering
Research Interest
OM- finance/financial Engineering interface
Risk analytics
OM-innovation interface
Selected Publications
Wang, L., “Mean-Variance Hedging for Production Planning with Multiple Products”, Production and Operations Management, 2021, Vol. 30(10), p3497-3522.
Wang, L., Yao, D.D., “Risk Hedging for Production Planning”, Production and Operations Management, 2021, Vol. 30(6), p1825-1837.
Wang, L., Yao, D.D., “Production with Risk Hedging: Optimal Policy and Efficient Frontier”, Operations Research, 2017, Vol. 65(4), p1095-1113.
Wang, L., Wissel, J., “Mean-Variance Hedging with Oil Futures”, Finance and Stochastics, 2013, Vol. 17(4), p641-683.
Service to the University/Community
MSBA Admission Committee