Financial engineering and FinTech, corporate finance, macroeconomic policy, applied probability, and stochastic modelling

Wei Jiang is an Associate Professor in the Department of Industrial Engineering and Decision Analytics at the Hong Kong University of Science and Technology. He received his Ph.D. in Quantitative Finance from the National University of Singapore in 2018, and both his M.S. in Financial Mathematics in 2012 and B.S. in Mathematics in 2009 from Peking University. Prior to pursuing his Ph.D., he worked as a Financial Analyst at China Merchants Finance Holding Co., Ltd.

2. Xinfu Chen, Min Dai, Wei Jiang and Cong Qin (2022), Asymptotic Analysis of No-transaction Region for Two Illiquid and Correlated Stocks, Mathematical Finance

3. Min Dai, Xavier Giroud, Wei Jiang and Neng Wang (2024), A q Theory of Internal Capital Markets, Journal of Finance

4. Wei Jiang, Thomas Sargent, Neng Wang, and Jinqiang Yang (2024), Managing Government Debt, Proceedings of the National Academy of Sciences

5. Wei Jiang, Thomas Sargent, Neng Wang, and Jinqiang Yang, A p Theory of Taxes and Debt Management. Journal of Finance, forthcoming

6. Wei Jiang, Thomas Sargent and Neng Wang, Implementing Optimal Fiscal Policy with Short Term Debt, Journal of Political Economy, accepted

7. Wei Jiang, Jussi Keppo, Yu Long, and Omkar D. Palsule-Desai, Optimal Stockist Selection and Contract Design: Evidence from a Supply Chain in India, revise and resubmit at Operations Research

8. Min Dai, Wei Jiang, Steven Kou, and Cong Qin, Hotelling in Virtual: A Theory of Bitcoin Mining, submitted

9. Wei Jiang, Shize Li and Jialu Shen, Portfolio Decisions with Higher-Order Dependence between Labor and Stock Markets, SED 2026, submitted

10. Wei Jiang, Thomas Sargent, Neng Wang, and Jinqiang Yang, Treasuries and Tax Farms, submitted

11. Wei Jiang, Shuaijie Qian and Jialu Shen, A Positive Model of Corporate Investment, working paper, MFA 2022, AFBC 2022

12. Wei Jiang, Thomas Sargent and Neng Wang, Implementing a Ramsey Plan, working paper, University of Chicago

13. Yongquan Cao, Wei Jiang, Waikei Raphael Lam, Neng Wang, Maximum Sustainable Debt Across Countries: An Assessment using P-Theory, IMF working paper WP/25/223

IEDA 4331 Quantitative Methods in Financial Engineering