Dr. Wang is an Assistant Professor of Shenzhen Audencia Financial Technology Institute / WeBank Institute of Fintech at Shenzhen University. His research primarily focuses on empirical asset pricing and financial derivatives. He serves as the Principal Investigator for the Youth Program of the National Natural Science Foundation of China (NSFC) and the General Program of the China Postdoctoral Science Foundation.

Ph.D. in Financial Mathematics, Southern University of Science and Technology, 2019-2023

M.A. in Financial Mathematics, Columbia University, 2017-2019

B.S. in Applied Mathematics, University of California Los Angeles, 2013-2017

Stock return predictability，option-implied information， asset allocation， risk management

1.Deng Y, Wang Y, Zhou T. Macroeconomic expectations and expected returns[J]. Journal of Financial and Quantitative Analysis, 2025, 60(4): 1760-1796.

2. Zhou T, Wang Y. Higher-Order Moment Risk and Stock Market Returns: Evidence from China's Options Market. Journal of Management Sciences in China, 2024, 27(05): 122-140. (in Chinese)

3.Wang Y, Zhou T. Out-of-sample equity premium prediction: The role of option-implied constraints[J]. Journal of Empirical Finance, 2023, 70: 199-226.