Wei Simi

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Wei Simi, Ph.D., specialized in financial economics such as investors’ behaviors in financial markets and different economic environments, financial assets’ evaluations and institutional investors’ investment strategies.  In her latest research she focused on money managers’ behaviors in their investment decisions. It’s a new thinking on investment strategies with money managers’ interactions. The research has used continue time to analysis portfolio managers’ strategic interactions under the framework of Bayesian (Nash) equilibrium.

Her recent research activities included that she has several research papers published in academic peer-reviewed journals; and has been frequently invited as a reviewer for several academic book chapters and academic journals; as well as a speaker in academic conferences.

Her academic research interests have covered economical and financial behaviors, institutions’ investment strategies, portfolio management and optimizations, portfolio risk management, strategic assets allocations, assets’ valuations and trading strategies on derivatives of investment assets (including derivatives of equity, fixed-income and structured products).

Before joined the higher education industry, Wei had been working and holding senior level positions in top financial firms on Wall Street in New York City over decades until the time of latest great recession. Her financial industry experiences cover investment banking, commercial banks and hedge funds.

Over the years of her academic career, her financial industry experiences have added significant values to classrooms with inspirations and excitements. She has been teaching both graduated (M.B.A.) and undergraduate (B.B.A.) students in several senior colleges such as Zicklin school of business in Baruch college and Risk Management in Queens college of City University of New York. She has been teaching variety courses such as: in finance, she has been teaching the courses of corporate finance; essential finance; financial Markets; essential investment; portfolio management; fixed-income and bond markets, options and futures’ markets. In economics, she has been teaching Macro Environment of Business, Microeconomic Industry Analysis, Intermediary Microeconomics, Micro/Macro Economics, and Money and Banking.

She received her Ph.D. in financial economics with honors at Graduate Center in City University of New York.

Recent Projects/Research

• “Who get the most benefits from the program of reverse mortgage?”
• “Dynamic Portfolio Choices under Bayesian Framework”

Recent Publications

• “Understanding Fair Value During Liquidity and Credit Crises-Pricing of Corporate Liquidity and Credit Risk” with Xiaoli Wang Peer-Reviewed Journal: Institutional Investor Journals, Fall 2015, Vol. 24, No.3: pp.46-60
• “Time-Changed Lèvy Jump Processes with GARCH model on Reverse Convertibles” with Xiaoli Wang Peer-reviewed Journal: Review of Financial Economics Vol. 22, Issue 4, Nov.2013, Page 206-212
• “Strategic Assets Allocations and Markov Regime Switching with GARCH model” Peer-Reviewed Journal: Journal of Business and Economics Studies Vol. 19 No.1 Spring 2013

Courses Taught at New York Tech

• Graduated level:
  • Financial Policy and Value Creation
  • Executing and Reporting Financial Market Transactions
  • Macro Environment of Business
  • Microeconomic Industry Analysis
• Undergraduate level:
  • Principles of Economics I
  • Principles of Economics II

Contact Info

• wsimi@nyit.edu
• Website