TheEconomists
202-452-2693
bin.wei@frb.gov
bin.wei@frb.gov
Current Research Topics
- Delegated Portfolio Management, Contract Theory
- Credit Risk & Liquidity Modeling
Fields of Interest
Professional Experience
Economist
Board of Governors of the Federal Reserve System
- 2011 - present
Assistant Professor of Finance
Baruch College, City University of New York
- 2007 - 2011
Publications
- Jahjah, Samir, Bin Wei, and Vivian Z. Yue (2012). "Exchange Rate Policy and Sovereign Bond Spreads in Developing Countries," International Finance Discussion Papers 1049. Board of Governors of the Federal Reserve System (U.S.).
- Miao, Jianjun, Bin Wei, and Hao Zhou (2012). "Ambiguity Aversion and Variance Premium," Working Papers Series WP2012-009. Boston University, Department of Economics.
- Wei, Bin, Albert S. Kyle, and Ou-Yang Hui (2011). "A Model of Portfolio Delegation and Strategic Trading," Review of Financial Studies, vol. 24, no. 11, pp. 3813-3840.
- Viswanathan, S., and Bin Wei (2008). "Endogenous Events and Long-Run Returns," Review of Financial Studies, vol. 21, no. 2, pp. 855-888.
Presentations
conference
June 2012
Society for Economic Dynamics (SED) Annual Meeting
Optimal Long-term Contracting with Learning
seminar
November 2010
The Board of Governors
Permanent Risk and Dynamic Incentives
conference
January 2010
American Finance Association (AFA) Annual Meeting
Explicit and Implicit Incentives in Delegated Portfolio Management
seminar
September 2009
Washington University in St. Louis
Explicit and Implicit Incentives in Delegated Portfolio Management
conference
April 2010
The Triple Crown Conference
Risk, Parameter Uncertainty, and Incentives
discussion
June 2008
Western Finance Association (WFA) Conference
Insiders-Outsiders, Transparency and the Value of the Ticker by G. Cespa and T. Foucault
Other Activities
Awards
2006
Northern Finance Association (NFA) Meeting
Best Student Paper Award
2005
Morgan Stanley
Morgan Stanley Microstructure Research Grant
Conference Organization
October, 2007 Orlando, Florida
Financial Management Association (FMA) Meeting
Conference Program Committee Member
Referee
- Review of Financial Studies
- Management Science
Last update:
March 13, 2013
