Weidong Tian

Dr. Weidong Tian is currently a professor of finance and a distinguished professor of risk management and insurance. Prior to coming to UNC Charlotte, Dr. Tian served as a faculty member at the University of Waterloo and a visiting scholar at the Sloan School of Management at MIT, Shanghai Advanced Institute of Finance, University of Cambridge, and a visiting Research Fellow of SAMSI. His primary research interests are asset pricing, quantitative finance, and risk management. He has been more interested in the data-driving asset allocation strategies, model-free application for asset pricing, long-term investment (retirement portfolio and pension funds), and nonparametric derivative pricing. Dr. Tian has published in many top academic journals, including Review of Financial Studies, Management Science, Finance and Stochastics, Mathematical Finance, Journal of Risk and Insurance, and professional journals, including Journal of Fixed Income, Journal of Investing, and Journal of Investment Strategy. His editorial book entitled “Commercial Banking Risk Management: Regulation in the Wake of the 2008 Financial Crisis” has been published by Palgrave Macmillan. He also held various positions in financial institutions before joining UNC Charlotte and the University of Waterloo, and extensive consulting experiences in fund industries and financial institutions.