Access Statistics for Tan Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Equilibrium Model of Rare Event Premia 0 0 0 31 0 0 1 142
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 334 1 1 4 1,305
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 0 1 5 247
Model Misspecification and Under-Diversification 0 1 1 141 3 4 5 510
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 1 1 1 66
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 1 1 2 523
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 0 1 4 549
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 197 1 2 2 678
Search and endogenous concentration of liquidity in asset markets 0 0 1 7 0 0 1 65
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 0 111
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 1 1 3 96
Updating Rules for Non-Bayesian Preferences 0 0 0 129 0 0 0 412
Total Working Papers 0 1 3 1,337 8 12 28 4,704


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
"Beliefs about Beliefs" without Probabilities 0 0 0 170 1 1 2 487
Arbitrage: the key to pricing options 0 0 0 75 0 1 1 224
Conditional preferences and updating 0 0 0 61 0 0 0 168
Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” 0 0 0 3 0 0 0 23
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 92 0 0 1 272
Equilibrium with new investment opportunities 0 0 0 23 0 0 1 84
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 2 52 0 0 6 222
Intertemporal Asset Pricing Under Knightian Uncertainty 0 2 4 745 0 5 21 1,906
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 3 56 1 3 5 173
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 0 1 49 0 0 2 150
Model Uncertainty, Limited Market Participation, and Asset Prices 0 1 2 69 0 4 11 265
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 3 5 162 1 8 21 509
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 0 1 2 73
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 0 46 1 1 1 320
Robust Stochastic Discount Factors 1 1 1 20 1 1 2 83
Search and endogenous concentration of liquidity in asset markets 0 1 1 147 1 2 4 345
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 1 155 1 2 3 297
Total Journal Articles 1 9 20 1,959 7 29 83 5,601


Statistics updated 2025-03-03