Wei JIANG
蔣為
PhD in Quantitative Finance
National University of Singapore, 2018

Assistant Professor
Department of Industrial Engineering and Decision Analytics



(852) 2358 7091
weijiang@ust.hk
Room 5548
Personal Web

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ORCID
0000-0002-4878-8381




Research Interest Publications Projects Teaching Assignment RPG Supervision Space used




Research Interest

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Financial engineering
Stochastic modeling
FinTech
Corporate finance
Applied probability



Publications

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All Years 4 2022 0 2021 3 2020 1 2019 0 2018 0 2017 0

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2021 3

Simulating risk measures via asymptotic expansions for relative errors
Mathematical Finance, v. 31, (3), July 2021, p. 907-942
Jiang, Wei; Kou, Steven Article
A q theory of internal capital markets
The 5th PKU-NUS Annual International Conference on Quantitative Finance and Economics, Virtual, 22-23 May 2021
Jiang, Wei; Dai, Min; Giroud, Xavier; Wang, Neng Conference paper
Optimal stockist selection and contract design: Theory and evidence from supply chain in India
Analytics for X Conference 2021, Singapore, 19-21 May & 30 June - 2 July 2021
Jiang, Wei; Keppo, Jussi; Long, Yu; Palsule-desai, Omkar Conference paper

2020 1

Bad news principle or good news principle: An investment theory with lags and adjustment costs
INFORMS Annual Meeting 2020, Virtual, 7-13 November 2020
Jiang, Wei; Qian, Shuaijie; Shen, Jialu Conference paper


Expand All Collapse All


Article 1

Simulating risk measures via asymptotic expansions for relative errors
Mathematical Finance, v. 31, (3), July 2021, p. 907-942
Jiang, Wei; Kou, Steven

Conference paper 2

A q theory of internal capital markets
The 5th PKU-NUS Annual International Conference on Quantitative Finance and Economics, Virtual, 22-23 May 2021
Jiang, Wei; Dai, Min; Giroud, Xavier; Wang, Neng
Optimal stockist selection and contract design: Theory and evidence from supply chain in India
Analytics for X Conference 2021, Singapore, 19-21 May & 30 June - 2 July 2021
Jiang, Wei; Keppo, Jussi; Long, Yu; Palsule-desai, Omkar


Expand All Collapse All


Conference paper 1

Bad news principle or good news principle: An investment theory with lags and adjustment costs
INFORMS Annual Meeting 2020, Virtual, 7-13 November 2020
Jiang, Wei; Qian, Shuaijie; Shen, Jialu


No Publications


No Publications


No Publications


No Publications






Teaching Assignment

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2021-22 Winter 0 2021-22 Fall 4 2020-21 Summer 0 2020-21 Spring 2 2020-21 Winter 1 2020-21 Fall 2

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ENGG4901 Integrated Final Year Project - First Major
IEDA4331 Quantitative Methods in Financial Engineering
IEDA4920 Decision Analytics Final Year Project
IEDA6950B Independent Study


IEDA4520 Numerical Methods for Financial Engineering
IEDA4920 Decision Analytics Final Year Project


IEDA4920 Decision Analytics Final Year Project


IEDA4331 Quantitative Methods in Financial Engineering
IEDA4920 Decision Analytics Final Year Project


No Teaching Assignments


No Teaching Assignments






Research Postgraduate (RPG) Supervision From January 2019 to December 2022 (As of 30 January 2022)

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Current RPGs

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Doctor of Philosophy LI, Shize
Industrial Engineering and Decision Analytics( 2020 - )

LONG, Yu
Industrial Engineering and Decision Analytics( 2020 - )









ProjectsFrom January 2020 to December 2022

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All Projects 1

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No Projects.
Optimal corporate investment with a generalized setup of investment frictions


基於廣義投資成本設置的最優公司投資研究 Leading


RGC - Early Career Scheme


Project Team (HKUST)
JIANG Wei (Lead)


2021 -