Zhicheng Wang

Wang Zhicheng is an Associate Professor of Finance at the Guanghua School of Management, Peking University. Before this, he used to be Assistant Professor in the Research Center of Financial Mathematics and Financial Engineering. Professor Wang graduated from the department of mathematics at Yunnan University where he received his bachelor degree, later he went to study his master degree in Probability and Statistic in Institute of Systems Science, The Chinese Academy of Sciences, and received his Ph.D in Systems Theory there. Now his research interests include Risk Management, Corporate Finance, Financial Econometrics and he teaches MBA Program –Risk Management for Financial Institutions; Master’s and (PhD) Program – Financial Econometrics; Master’s and (PhD) Program –Credit Risk Management; Undergraduate Program –Financial Econometrics.

Research Areas

• risk management
• corporate finance
• financial econometrics

Education Background

• 1997 Institute of systems science, The Chinese Academy of Sciences. Systems Theory
• 1994 Institute of systems science, The Chinese Academy of Sciences. Probability and Statistic
  
• 1985 Yunnan university Mathematics

Career Experience

• 2003-present Associate Professor, Department of Finance
• 2000-2003 Assistant Professor Department of Finance
• 1997- 2000 Assistant Professor, the Research Center of Financial Mathematics and Financial Engineering

Research Results

• Wang, Junbiao, Liu, Ming and Wang, Zhicheng, A case study on the impact of institutional investors holding share on the discounting of the increase of the issuing of new shares.《Management World》, 2012(10).
• Philip C. Chang, Chunxin Jia, and Zhicheng Wang, Bank fund reallocation and economic growth: Evidence from China, Journal of Banking & Finance, Vol.34, 2010, p2753-2766.
• Wang, Zhicheng and Zhou, Chunsheng, “Advance research in Financial risk management: a review，《Management World》, 2006(4).
• Lai, qinan. Yao Changhui and Wang Zhicheng,“An empirical study of convertible bonds,《Journal of Financial Research》, 2005(9).
• Wang, Zhicheng and Zhang,yi. Large equity trading and corporate control.《Management World》, 2004(5), P.116-126.
• Wang, Zhicheng. Analysis of credit risk of mortgage loan with the option pricing theory.《Journal of Financial Research》, 2004(4), P.95-105.
• Wang, Zhicheng. Pledge of stock pledge loan rate evaluation method of VaR.《Journal of Financial Research》, 2003(12), P.64-71.
• Wang, Zhicheng and He,Shuhong. The pricing factors of warrants.《East China Economic Management, 2002(3), P.118-120.
• Zhang, Dixin. and Wang, Zhicheng. Probability inequalities for sums of independent unbounded random variables. 《Applied Mathematics and Mechanics》, 2001, 22(5): P.597-601.
• Wang, Zhicheng and Deng, Zhaoming. China A shares yield statistical characteristics.《On Economic Problems》,2001(12), P.46-48.
• Wang, Zhicheng, Zhang, Dixin, and Xiong,Dehua. Shanghai A stock market risk ability of the empirical study. 《Economic Science》,2001(3), P.70-77.
• Zhang, Dixin. and Wang, Zhicheng. Probability inequalities for sums of independent unbounded random variables. 《Applied Mathematics and Mechanics》, 2001, 22(5), p597-601. (SCI)
• Wang, Zhicheng,Tang,Guozheng and Shi, Shuzhong. VaR method of financial risk analysis.《Science》, 1999(6).
• Tang, Guozheng, Xu, Ning, Wang, Zhicheng, and Shi, Shuzhong. The exchangeable bonds into state shares to the national finance financing.《Economic Research Journal》, 1998(10).