Faculty Profiles - WAN Xuhu | The Hong Kong University of Science and Technology

Xuhu WAN
萬旭虎

PhD in Applied Mathematics
University of Southern California, 2005

Associate Professor
Department of Information Systems, Business Statistics and Operations Management

(852) 2358 7731
imwan@ust.hk
Room LSK4072
Personal Web

ORCID

0000-0003-3558-1151

Scopus ID

14830723700

Research Interest Publications Teaching Assignment Space used

Research Interest

Game theory
Market design
Economics of the internet

Publications

All Years 8 2024 0 2023 0 2022 0 2021 0 2020 0 2019 0 2018 8

2015 1

A general equilibrium model of a multifirm moral-hazard economy with financial markets

Mathematical Finance, v. 25, (4), October 2015, p. 827-868
Sung, Jaeyoung; Wan, Xuhu
Article

2013 1

Dynamics of Contract Design with Screening

Management Science, v. 59, 5, May 2013, p. 1229-1244
Cvitanic, Jaksa; Wan, Xuhu; Yang, Huali
Article

2012 1

Optimal Compensation and Pay-performance Sensitivity in a Continuous-time Principal-agent Model

Management Science, v. 58, (3), 2012, Mar, p. 641-657
Ju, Nengjiu; Wan, Xuhu
Article

2010 1

Optimal incentive contracts under relative income concerns

Mathematics and Financial Economics, v. 4, (1), 2010, p. 57-86
Goukasian, L.; Wan, X.
Article

2009 2

Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

Applied Mathematics and Optimization, v. 59, (1), 2009, FEB, p. 99-146
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
Article

Equilibrium equity premium, interest rate and cost of capital in In a moral -hazard economy

North america econometric society , summer meeting
Sung, Jaeyoung; Wan, Xuhu
Conference paper

2008 1

Principal-Agent Problems with Exit Options

B e journal OF THEORETICAL Economics, v. 8, (1), 2008
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
Article

2006 1

Optimal Contracts in Continuous-Time Models

J. of Applied Mathematics and Stochastic Analysis, To appear
Cvitanic, Jaksa; Wan, Xuhu; Jianfeng, Zhang
Article

Article 1

A general equilibrium model of a multifirm moral-hazard economy with financial markets

Mathematical Finance, v. 25, (4), October 2015, p. 827-868
Sung, Jaeyoung; Wan, Xuhu

Article 1

Dynamics of Contract Design with Screening

Management Science, v. 59, 5, May 2013, p. 1229-1244
Cvitanic, Jaksa; Wan, Xuhu; Yang, Huali

Article 1

Optimal Compensation and Pay-performance Sensitivity in a Continuous-time Principal-agent Model

Management Science, v. 58, (3), 2012, Mar, p. 641-657
Ju, Nengjiu; Wan, Xuhu

Article 1

Optimal incentive contracts under relative income concerns

Mathematics and Financial Economics, v. 4, (1), 2010, p. 57-86
Goukasian, L.; Wan, X.

Article 1

Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

Applied Mathematics and Optimization, v. 59, (1), 2009, FEB, p. 99-146
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng

Conference paper 1

Equilibrium equity premium, interest rate and cost of capital in In a moral -hazard economy

North america econometric society , summer meeting
Sung, Jaeyoung; Wan, Xuhu

Article 1

Principal-Agent Problems with Exit Options

B e journal OF THEORETICAL Economics, v. 8, (1), 2008
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng

Article 1

Optimal Contracts in Continuous-Time Models

J. of Applied Mathematics and Stochastic Analysis, To appear
Cvitanic, Jaksa; Wan, Xuhu; Jianfeng, Zhang

2015 1

A general equilibrium model of a multifirm moral-hazard economy with financial markets

Mathematical Finance, v. 25, (4), October 2015, p. 827-868
Sung, Jaeyoung; Wan, Xuhu
Article

2013 1

Dynamics of Contract Design with Screening

Management Science, v. 59, 5, May 2013, p. 1229-1244
Cvitanic, Jaksa; Wan, Xuhu; Yang, Huali
Article

2012 1

Optimal Compensation and Pay-performance Sensitivity in a Continuous-time Principal-agent Model

Management Science, v. 58, (3), 2012, Mar, p. 641-657
Ju, Nengjiu; Wan, Xuhu
Article

2010 1

Optimal incentive contracts under relative income concerns

Mathematics and Financial Economics, v. 4, (1), 2010, p. 57-86
Goukasian, L.; Wan, X.
Article

2009 2

Optimal Compensation with Hidden Action and Lump-Sum Payment in a Continuous-Time Model

Applied Mathematics and Optimization, v. 59, (1), 2009, FEB, p. 99-146
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
Article

Equilibrium equity premium, interest rate and cost of capital in In a moral -hazard economy

North america econometric society , summer meeting
Sung, Jaeyoung; Wan, Xuhu
Conference paper

2008 1

Principal-Agent Problems with Exit Options

B e journal OF THEORETICAL Economics, v. 8, (1), 2008
Cvitanic, Jaksa; Wan, Xuhu; Zhang, Jianfeng
Article

2006 1

Optimal Contracts in Continuous-Time Models

J. of Applied Mathematics and Stochastic Analysis, To appear
Cvitanic, Jaksa; Wan, Xuhu; Jianfeng, Zhang
Article

No Publications

Teaching Assignment

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

ISOM2600	Introduction to Business Analytics
ISOM5650	Learning Statistics with Python

ISOM2600	Introduction to Business Analytics
ISOM5640	Social Media and Network Analysis

ISOM2500	Business Statistics
ISOM2600	Introduction to Business Analytics
ISOM5650	Learning Statistics with Python

No Teaching Assignments

Research Interest

Publications

2015 1

2013 1

2012 1

2010 1

2009 2

2008 1

2006 1

Article 1

Article 1

Article 1

Article 1

Article 1

Conference paper 1

Article 1

Article 1

2015 1

2013 1

2012 1

2010 1

2009 2

2008 1

2006 1

Teaching Assignment

Projects

From January 2022 to December 2024

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