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The University of Southampton
Centre for Risk Research

Mr Jason Wang 

Research Fellow

Mr Jason Wang's photo

Jason Wang is a Research Fellow in the Centre for Risk Research, Southampton Business School.

Jason is expecting to complete his PhD at the University of Bristol in July 2016. His PhD thesis focused on portfolio optimization and dynamic trading. He is now working closely with his supervisors to develop each chapter of the thesis into papers aimed at high-quality finance journals.

Jason holds a Bachelor degree in Accounting and Finance from the University of Bath and a Masters degree in Financial Engineering from the Imperial College London. His Masters dissertation explored dynamic modeling of implied volatility and option pricing and was the highest mark in the research dissertation and won the Imperial College Business School Prize. Jason has worked as an intern in several Fortune 500 companies including the Bank of China and ICBC. He has also acted as a teaching assistant and examination marker at the Universities of Bath and Bristol.

Training

  • “Large Portfolio Risks and Choices” (UCL) September 2015
  • “Computational Methods for Economics” (Bath) June 2015
  • “Advanced Asset Pricing” (Bristol) March 2015
  • “Panel Data” (Bristol) April 2014
  • “Modelling Volatility” (Oxford) July 2012
  • “Monetary Economics” (Exeter) June 2012

Research interests

Jason's research interests lie in the field of financial econometrics.

Specifically:

  • Portfolio Optimisation
  • Trading Strategies
  • Return and Volatility Forecasting
  • Asset Pricing

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Conference papers

 “Risk-Parity Strategy: There is Nothing Better!” Stoja, Evarist, Taylor, Nick and Wang, Jianshen. 2014 Paris Financial Management Conference (PFMC). Paris, France. 15-16 Dec 2014

Mr Jason Wang
Southampton Business School, University of Southampton, Southampton SO17 1BJ, UK.
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