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Peng Wang

Formerly at Lancaster University

Peng Wang

Office Hours:

Monday 2pm-3pm

My Role

University International Student Ambassador

University Marketing Assistant

PhD Student Representative of Department of Economics

Graduate Teaching Assitant

Research overview

A Ph.D. in Financial Economics. My research interests lie in the areas of Applied Macroeconomics and Financial Economics.

Qualifications

BSc Financial Engineering(SWUFE, Chengdu, China), MRes Money Banking and Finance (Lancaster, UK), PhD Economics (Lancaster, UK)

Current Teaching

Current Research

Extensive Analysis of In-sample and Out-of-sample Predictability of Equity Premium

This paper undertakes an extensive analysis of in-sample and out-of-sample tests of equity premium predictability in order to better understand the nature of the empirical evidence on equity premium predictability.

Time-Varying Risk Aversion

In this research I investigate how households’ portfolio allocations change in response to wealth fluctuations using the UK micro-data for the first time in literature. 

Risk Aversion and Household Portfolio Choices

This study is the first to analyze the relationship between individual risk aversion and household portfolio choices using large UK micro-data.

Other Interests and Hobbies

Football;Creative Art; History

Supervised By

Web Links

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