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Wei Lijia
Date:2021-11-21

Wei Lijia

Professor,

(Director) Department of Mathematical Economics & Mathematical Finance

Email: ljwei@whu.edu.cn

Phone : +86-27-68753027

Ph.D, Economics, Xiamen University, 2008- 2012.

M.A., Economics, China University of Geosciences, 2006- 2008.

B.S., Communication Engineering, Zhejiang University, 1999- 2003.

www.ljwei.net

Curriculum Vitae

TEACHING AND RESEARCH AREAS

Ÿ Teaching courses : Econometrics (undergraduate, 54),

Ÿ Research Areas:Experimental Economics, Mechanism Design and Applied Econometrics

ACADEMIC EXPERIENCE

Ÿ Head of the Department of Mathematical economics& mathematical finance, since March 2018.

Ÿ Professor of Economics (Luojia young scholar), Wuhan University,sinceJanuary 2016

Ÿ Associate Professor ofEconomics, Wuhan University, since September 2012

MANAGERAL AND PRACTICAL EXPERIENCE

Ÿ Expert of Guangdong Provincial Advisory Committee for Public Resource Trading

SELECTED PUBLICATIONS

Journal Papers (International)

Ÿ Dynamic asset allocation and consumption under inflation inequality: The impacts of inflation experiences and expectations, with Shaoyu Li and Zhiwei Xu,Economic Modelling,Volume 61, February 2017, Pages 113–125

Ÿ Value-at-Risk Forecasting of Chinese Stock Index and Index Future Under Jumps, Permanent Component and Asymmetric Information, with Shaoyu Li and Zehua Huang, Emerging Markets Finance and Trade, Volume 52, Issue 5, 2016

Ÿ A hidden Markov model for the detection of pure and mixed strategy play in games, with Jason Shachat and J.T. Swarthout,Econometric Theory, Forthcoming.

Ÿ Voluntary Contribution Mechanism Played over an Infinite Horizon, with Lijia Tan,Pacific Economic Review, Vol. 19(03), 313–331, August 2014.

Ÿ Procuring Commodities: First Price Sealed Bid or English Auction?, with Jason Shachat,Marketing Science, 31:317-333 (2012)

Journal Papers (Domestic)

Ÿ The Stability Mechanism of the Carbon Market: A Study of Experimental Economics,forthcoming inChina Industrial Economics

Ÿ A Markov Switching Dynamic Nelson-Siegel ModelofTerm Structure,forthcoming inQuarterly Journal of Finance

Ÿ From Economic Theory to Practice: a Survey on Market Design,World Economic Papers, 2013(03), 89-104.

Ÿ Institutional Investors, Sub-owned Shares Reform and Stock Returns Volatility: Empirical Evidence from China,Systems Engineering - Theory and Practice, 2013(02), 545-556.

Ÿ Optimal Mechanism Design of One-sided Matching with Weak Preference Orders, Systems Engineering- Theory and Practice, 2011(09), 1687–1695.

Ÿ A Mechanism Design of China’s College and Graduate School Admissions Problem.China Economic Quarterly, 2009 9(1), 349–362.

RESEARCHGRANTS

Government-fundedgrants

Ÿ Fundamental Research Funds for the Central Universities, Ministry of Education of China andWuhan University, 2015, CNY20,000.

Ÿ Young Scholar Grant (Grant No. 71403192), National Natural Science Foundation of China, 2015.01-2017.12, CNY 200,000.

Ÿ Young Scholar Grant of Humanities and Social Sciences (Grant No. 14YJC790130), Ministry of Education of China, 2015.01-2017.12, CNY 80,000.

Ÿ Fundamental Research Funds for the Central Universities (Grant No. 201122G011), Ministry of Education of China and Xiamen University, 2011, CNY 80,000.

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