Years at SKEMA Business School: 3
 


Wan Ni LAI

Digitalisation
Sophia-Antipolis



CV
Skills & Interests 
Teaching Skills
 Bachelor, Masters, MBA
Research Skills
 Empirical Finance
Languages
English (Professional),  Chinese (Native),  French (Fluent)
Expertise
Asset pricing, portfolio management, financial derivatives.
Qualification 
Scholarly Academic
Academic Degrees 
Ph.D.  Université d'Aix-Marseille III, France, Aix-en-Provence, Management Sciences, Finance, 2009.
DEA  Université d'Aix-Marseille III, Aix-en-Provence, Financial Instruments, 2006.
Master  EDHEC Business School, Lille, MSc in Finance, 2004.
Bachelor  National University of Singapore, Singapore, Electrical Engineering, 1997.
Work Experience 
Program Director Master of Science in Corporate Financial Management, SKEMA Business School (September, 2017 - Present), Sophia Antipolis, France.
Professor, SKEMA Business School (September, 2016 - Present), Sophia-Antipolis, France.
Assistant Director of Applications (IT/Finance Applications), Monetary Authority of Singapore (2001 - 2005), Singapore, Singapore.
Web Analyst (Electronic News), MediaCorp News - Channel News Asia (2000 - 2001), Singapore, Singapore.
Analyst Programmer, Reuters Asia (1999 - 2000), Singapore, Singapore.
Quality Engineer, Singapore Technologies Microelectronics Division (1997 - 1999), Singapore, Singapore.
Intellectual contributions
Articles in Journals 
LAI, W., Sun, E., & Chen, Y. (2019).  Jump Detection and Noise Separation by Singular Wavelet Method for Forecasting with High-Frequency Data.   Computational Economics, 54 (2), 809-844, doi: 10.1007/s10614-019-09881-3.
LAI, W., Chen, Y., & Sun, E. (in press, 2019).  Comonotonicity and Low Volatility Effect.   Annals of Operations Research.
Groslambert, B., Basu, D., & LAI, W. (2019).  Is tail risk the missing link between institutions and risk?   Economics Bulletin.
LAI, W. (2016).  Do academic investment insights benefit society?   Research in International Business and Finance, 38, 172-176.
LAI, W. (2016).  Evaluating the sovereign and household credit risk in Singapore: A contingent claims approach.   Research in International Business and Finance, 37, 435-447.
LAI, W. (2012).  Comparison of Non-Parametric Methods for Extracting Option Implied Risk-Neutral Distributions.   Quantitative Finance, 14 (10), 1839-1855.
LAI, W. (2012).  Faith Matters? A Closer Look at the Performance of Belief-Based Investments.   Journal of Asset Management, 13 (6), 421-436.
LAI, W. (2012).  Investors Expectations and Preferences during the Financial Crisis and the Bursting Internet Bubble: Evidence from the Options Markets.   Bankers, Markets & Investors, 120, 20-35.
LAI, W., & Goltz, F. (2009).  Empirical Properties of Straddle Returns.   Journal of Derivatives, 17 (1), 38-48.
Conference Presentations 
LAI, W. (2015). Sorting out low volatility stocks: Disentangling specific and systematic risk components.  AFFI (Association Française de Finance) Conference, Cergy, France.
LAI, W. (2015). Sorting out low volatility stocks: Disentangling specific and systematic risk components.  International Conference of the Financial Engineering and Banking Society (FEBS), Nantes, France.
LAI, W. (2011). Comparison of Non-Parametric Methods for Extracting Option Implied Risk-Neutral Distributions.  Annual Conference of the Swiss Society for Financial Market Research (SGF), Zurich, Switzerland.
LAI, W. (2010). A Tale of Two Crises.  AFFI (Association Française de Finance) Conference, St Malo, France.