Prof. Xuhu WAN
Associate Professor, Business Statistics imwan@ust.hk




Academic qualification
PhD 2005 University of Southern California, Financial Math
M.Sc. 2003 Universityof Southern California, Statistics
M.Sc. 2000 ShanghaiInstitute ofMateriaMedica,CAS,Pharmacology
B.Sc. 1997 Nanjing University, Biology

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ACADEMIC AND PROFESSIONAL EXPERIENCEAssociateProfessor of ISOM, Hong Kong University of Science and Technology (HKUST),July2012 - present
Assistant Professor of ISOM, Hong Kong University of Science and Technology (HKUST),July2005 -June2012

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SELECTED PUBLICATIONS Sung, J., andWan, X., "A General Equilibrium Model of a Multi-Firm Moral-Hazard Economy with Financial Markets
Dynamics of Contract Design with Screening
Optimal Compensation and Pay-Performance Sensitivity in a Continuous-Time Principal-Agent Model
Optimal Incentive Contracts Under Relative Income Concerns
Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-time Model
Principal-Agent Problems with Exit Options
Optimal Contracts in Continuous-time Models
Continuous-time Delegated Investment Under Adverse Selection
Multiple-Player Games in Continuous Time with Imperfect Monitoring," revise and resubmit at Review of Economics Studies ( Jaksa Cvitanic)
"Dynamic Agency, Costly Project Search and Repeated Private Shocks
Dynamic Partnership Game
Equilibrium Equity Premium, Interest Rate and the Cost of Capital in a Moral-Hazard Economy
Dynamic Agency Model with Finite Horizon
research-interests">RESEARCH INTERESTS Dynamic inventive in contract design
Financial contracts
Private equity investment
Financial Engineering

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HONORS AND AWARDSGeneral Research Fund, 2009-2012 (PI). Project number:GRF 620909 , grant amount HK$582,156
University Grant Council – School-based Initiatives, 2007-2009, (co-PI) . Project number: SBI06/07.BM13, grant amount HK$148,000
HKUST direct allocation grant, 2006-2007 (PI). Project number: DAG05/06.BM28, grant amount HK$90,000