Wei W. Simi

Adj Asst Professor

Zicklin School of Business

Department: Bert Wasserman Dept Eco & Fin

Areas of expertise:

Email Address: wei.simi@baruch.cuny.edu

Education

Ph.D., Finance, City University of New York GC New York

M.S., Financial Economics, City University of New York, Graduate Center

SemesterCourse PrefixCourse NumberCourse Name
Fall 2023ECO4201Monetary Economics
Fall 2023ECO4000Sta Analysis Eco/Fin
Summer 2023FIN4710Advanced Investment Analysis
Fall 2022ECO4201Monetary Economics
Fall 2022FIN4710Advanced Investment Analysis
Summer 2022FIN4710Advanced Investment Analysis
Spring 2022FIN4710Advanced Investment Analysis
Spring 2022ECO3220Money Bnkng Mont Pol
Fall 2021FIN4710Advanced Investment Analysis
Fall 2021ECO3220Money Bnkng Mont Pol
Summer 2021FIN3710Investment Analysis
Spring 2021ECO3220Money Bnkng Mont Pol
Spring 2021FIN3710Investment Analysis
Fall 2020ECO3220Money Bnkng Mont Pol
Fall 2020FIN3710Investment Analysis
Summer 2020FIN4710Advanced Investment Analysis
Spring 2020ECO3220Money Bnkng Mont Pol
Fall 2019ECO3220Money Bnkng Mont Pol
Summer 2019FIN3710Investment Analysis
Spring 2019ECO3200Intermediate Macro-Economics
Spring 2019ECO3220Money Bnkng Mont Pol
Fall 2018ECO4200Advanced Macro-Economics
Fall 2018ECO3220Money Bnkng Mont Pol
Summer 2018FIN3710Investment Analysis
Spring 2018ECO3220Money Bnkng Mont Pol
Spring 2018FIN4710Advanced Investment Analysis
Fall 2017FIN4710Advanced Investment Analysis
Fall 2017FIN4710Advanced Investment Analysis
Summer 2017ECO3200Intermediate Macro-Economics
Spring 2017FIN3000Principles of Finance
Spring 2017ECO3220Money Bnkng Mont Pol
Fall 2016ECO3220Money Bnkng Mont Pol
Fall 2016FIN3000Principles of Finance
Summer 2016ECO3200Intermediate Macro-Economics
Spring 2016ECO3220Money Bnkng Mont Pol
Spring 2016FIN4710Advanced Investment Analysis
Fall 2015ECO3220Money Bnkng Mont Pol
Fall 2015FIN3000Principles of Finance
Spring 2015ECO3220Money Bnkng Mont Pol
Fall 2014ECO3220Money Bnkng Mont Pol
Summer 2014FIN9783Investment Analysis
Spring 2014FIN3710Investment Analysis
Fall 2013ECO3220Money Bnkng Mont Pol
Summer 2013ECO3200Intermediate Macro-Economics
Spring 2013ECO3220Money Bnkng Mont Pol
Fall 2012ECO3220Money Bnkng Mont Pol
Summer 2012ECO3220Money Bnkng Mont Pol
Spring 2012ECO3220Money Bnkng Mont Pol
Fall 2011ECO3220Money Bnkng Mont Pol
Summer 2011ECO3220Money Bnkng Mont Pol
Spring 2011ECO3220Money Bnkng Mont Pol
Fall 2010ECO3220Money Bnkng Mont Pol
Spring 2010ECO3220Money Bnkng Mont Pol
Fall 2009ECO3220Money Bnkng Mont Pol
Spring 2009ECO3220Money Bnkng Mont Pol

Journal Articles

(2013). Time-Changed Lèvy Jump Processes with GARCH model on Reverse Convertibles. Review of Financial Economics, 206-212.

(2013). Strategic Assets Allocations and Markov Regime Switching with GARCH model. Journal of Business and Economics Studies, 19(1).

Presentations

Simi, W. (2012, October 5). Time-Changed Lèvy Jump Processes with GARCH model on Reverse Convertibles. 65th Annual Meeting of New York State Economics Association (NYSEA). : NYSEA.

Simi, W. (2010, April 30). Strategic Assets Allocations and Markov Regime Switching with GARCH model. UIC April 2010 Finance Conference. Chicago: UIC.

Simi, W. (2010, September 30). Strategic Assets Allocations and Markov Regime Switching with GARCH model. Northeast Business & Economics Association 37th Annual Meeting. : Northeast Business & Economics Association.

Other Scholarly Works

Simi, W., & Wang, X. (2012). Understanding Fair Value During Liquidity and Credit Crises.

Simi, W. The Systematic Risks of Leveraged ETFs.

In Progress.

Simi, W. Dynamic Portfolio Choices With The Bayesian Nash Framework.

In Progress.

Simi, W. The Hedging Puzzles of Airline Industry.

In Progress.
Honor / AwardOrganization SponsorDate ReceivedDescription
University FellowshipCity University of New York, GC1994
Helena Rubinstein AwardCity University of New York, GC1993

University

Committee NamePosition RoleStart DateEnd Date
Chinese Commercial Bank’s executives program, Zichklin School of Business, Baruch College-CUNYGuest SpeakerPresent
Gender Equity Project workshops -CUNYAttendee, MeetingPresent
Triple Crown Conference -Zichklin School of Business, Baruch College-CUNY, Rutgers University and Fordham UniversityAttendee, MeetingPresent
• Seminars: Economics and Finance - Zichklin School of Business, Baruch College-CUNY; Economics and Risk Management- Queens College-CUNY.Attendee, MeetingPresent
• Seminars: Economics Department of City University of New York Graduated CenterAttendee, MeetingPresent
• Seminars: Economics/Finance and Risk Management - Queens College-CUNYAttendee, MeetingPresent
Faculty Advisor4/1/2013Present
Risk Management Search Committee - Queens College of CUNYFaculty Advisor9/1/201012/31/2012

Professional

OrganizationPosition RoleOrganization StateOrganization CountryStart DateEnd DateAudience
Editor Board of Finance Research JournalMemberPresent
MIT PressReviewer, BookPresent
Journal of Business and Economic StudiesReviewer, Journal ArticlePresent
Finance Research JournalReviewer, Journal ArticlePresent