Faculty Profiles - JIANG Wei | The Hong Kong University of Science and Technology

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

ORCID

0000-0002-4878-8381

Scopus ID

57222603696

Research Interest Publications Projects Teaching Assignment RPG Supervision Space used

Research Interest

Financial engineering
Stochastic modeling
FinTech
Corporate finance
Applied probability

Publications

All Years 13 2024 5 2023 1 2022 3 2021 3 2020 1 2019 0

2024 5

A q theory of internal capital markets

The Journal of Finance, v. 79, (2), April 2024, p. 1147-1197
Dai, Min; Giroud, Xavier; Jiang, Wei; Wang, Neng
Article

Managing Government Debt

Proceedings of the National Academy of Sciences, v. 120, (11), March 2024, article number e2318365121
Jiang, Wei; Sargent, J. Thomas; Wang, Neng; Yang, Jinqiang
Article

Implementing a Ramsey Plan

Jiang, Wei
Conference paper

Optimal Stockist Selection and Contract Design: Theory and Evidence from Supply Chain in India

Jiang, Wei; Long, Yu; Keppo, Jussi; Palsule-desai, Omkar
Conference paper

Portfolio Decisions with Nonlinear Dependence in Labor and Stock Markets

Jiang, Wei
Conference paper

2023 1

A p theory of government debt and taxes

Jiang, Wei; Wang, Neng; Sargent, Thomas; Yang, Jinqiang
Conference paper

2022 3

Asymptotic analysis of long-term investment with two illiquid and correlated assets

Mathematical Finance, v. 32, (4), October 2022, p. 1133-1169
Chen, Xinfu; Dai, Min; Jiang, Wei; Qin, Cong
Article

An Investment Theory with Lags and Adjustment Costs

Jiang, Wei; Qian, Shuaijie; Shen, Jialu
Conference paper

Optimal Stockist Selection and Contract Design: Evidence from Supply Chain in India

Jiang, Wei; Keppo, Jussi; Long, Yu; Palsule-desai, Omkar
Conference paper

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

Jiang, Wei; Dai, Min; Giroud, Xavier; Wang, Neng
Conference paper

Optimal stockist selection and contract design: Theory and evidence from supply chain in India

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

Jiang, Wei; Qian, Shuaijie; Shen, Jialu
Conference paper

Article 2

A q theory of internal capital markets

The Journal of Finance, v. 79, (2), April 2024, p. 1147-1197
Dai, Min; Giroud, Xavier; Jiang, Wei; Wang, Neng

Managing Government Debt

Proceedings of the National Academy of Sciences, v. 120, (11), March 2024, article number e2318365121
Jiang, Wei; Sargent, J. Thomas; Wang, Neng; Yang, Jinqiang

Conference paper 3

Implementing a Ramsey Plan

Jiang, Wei

Optimal Stockist Selection and Contract Design: Theory and Evidence from Supply Chain in India

Jiang, Wei; Long, Yu; Keppo, Jussi; Palsule-desai, Omkar

Portfolio Decisions with Nonlinear Dependence in Labor and Stock Markets

Jiang, Wei

Conference paper 1

A p theory of government debt and taxes

Jiang, Wei; Wang, Neng; Sargent, Thomas; Yang, Jinqiang

Article 1

Asymptotic analysis of long-term investment with two illiquid and correlated assets

Mathematical Finance, v. 32, (4), October 2022, p. 1133-1169
Chen, Xinfu; Dai, Min; Jiang, Wei; Qin, Cong

Conference paper 2

An Investment Theory with Lags and Adjustment Costs

Jiang, Wei; Qian, Shuaijie; Shen, Jialu

Optimal Stockist Selection and Contract Design: Evidence from Supply Chain in India

Jiang, Wei; Keppo, Jussi; Long, Yu; Palsule-desai, Omkar

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

Jiang, Wei; Dai, Min; Giroud, Xavier; Wang, Neng

Optimal stockist selection and contract design: Theory and evidence from supply chain in India

Jiang, Wei; Keppo, Jussi; Long, Yu; Palsule-desai, Omkar

Conference paper 1

Bad news principle or good news principle: An investment theory with lags and adjustment costs

Jiang, Wei; Qian, Shuaijie; Shen, Jialu

No Publications

Teaching Assignment

2024-25 Fall 1 2023-24 Summer 0 2023-24 Spring 3 2023-24 Winter 0 2023-24 Fall 2 2022-23 Summer 0

IEDA3330

Introduction to Financial Engineering

IEDA4331	Quantitative Methods in Financial Engineering
IEDA4920	Decision Analytics Final Year Project
IEDA4960	Industrial Engineering and Engineering Management Final Year Project

IEDA3330	Introduction to Financial Engineering
IEDA4960	Industrial Engineering and Engineering Management Final Year Project

No Teaching Assignments

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Doctor of Philosophy

MIAO, Sirui
Industrial Engineering and Decision Analytics
LI, Shize
Industrial Engineering and Decision Analytics
LONG, Yu
Industrial Engineering and Decision Analytics

Projects

From January 2022 to December 2024

All Projects 2

No Projects.
Customer Disclosure as An Indicator of Quality

以客戶披露傳達質量信號 Leading

RGC - General Research Fund
Project Team (HKUST)
JIANG Wei (Lead)
2023 -
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 - 2024

Research Interest

Publications

2024 5

2023 1

2022 3

2021 3

2020 1

Article 2

Conference paper 3

Conference paper 1

Article 1

Conference paper 2

Article 1

Conference paper 2

Conference paper 1

Teaching Assignment

Research Postgraduate (RPG) Supervision

From January 2021 to December 2024 (As of 21 November 2024)

Current RPGs

Projects

From January 2022 to December 2024

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