van Vliet, Willem J.
AA (Bard College at Simon’s Rock); BS, MA, PhD (Chicago)
Assistant Professor
Contact Room 1240, 12/FCheng Yu Tung Building
12 Chak Cheung Street
Shatin, N.T., Hong Kong
+852 3943 1776
wvanvliet@cuhk.edu.hk
Biography
Prof. Willem J. van Vliet is an Assistant Professor of Department of Finance at The Chinese University of Hong Kong (CUHK) Business School. His research focuses on financial networks, and in particular what we can learn about financial networks from asset price data. He received his PhD in Financial Economics from The University of Chicago in 2019.
Teaching Areas
Options and Futures
Quantitative Methods
Research Interests
Financial Networks
Systemic Risk
Financial Economics
Asset Pricing
- Publications & Working Papers
- Willem J. van Vliet (2019), “Connections as Jumps: Estimating Financial Interconnectedness from Market Data.”
- Awards & Honours
- Stevanovich Fellowship awarded by Stevanovich Center for Financial Mathematics, 2017
- Macro Financial Modeling Fellowship awarded by Macro Financial Modeling Project, 2016
- Academic/Professional Services
- Ad hoc reviewer for Journal of Banking & Finance