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 0 141
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 333 0 0 1 1,301
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 1 49 1 4 7 243
Model Misspecification and Under-Diversification 0 0 0 140 0 0 1 505
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 0 1 65
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 197 0 0 4 676
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 3 212 1 2 5 546
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 0 0 2 521
Search and endogenous concentration of liquidity in asset markets 0 0 0 6 0 0 0 64
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 2 111
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 0 0 4 93
Updating Rules for Non-Bayesian Preferences 0 0 1 129 0 0 1 412
Total Working Papers 0 1 5 1,334 2 6 28 4,678


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 0 0 1 485
Arbitrage: the key to pricing options 0 0 0 75 0 0 0 223
Conditional preferences and updating 0 0 0 61 0 0 2 168
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 3 92 0 0 6 271
Equilibrium with new investment opportunities 0 0 0 23 0 0 5 83
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 50 0 0 0 216
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 6 741 2 3 19 1,888
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 2 54 0 4 6 169
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 1 1 49 0 2 2 150
Model Uncertainty, Limited Market Participation, and Asset Prices 0 2 6 68 1 6 15 258
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 3 157 2 5 17 490
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 0 0 0 71
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 1 46 0 0 2 319
Robust Stochastic Discount Factors 0 0 0 19 0 0 0 81
Search and endogenous concentration of liquidity in asset markets 0 1 1 146 0 2 5 342
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 2 155 0 1 3 295
Total Journal Articles 0 6 25 1,943 5 23 83 5,532


Statistics updated 2024-05-04