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 2 2 8 150
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 0 1 11 1,316
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 2 8 17 265
Model Misspecification and Under-Diversification 0 0 0 141 2 10 25 536
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 1 3 11 77
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 2 199 2 3 7 686
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 2 4 15 538
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 5 16 567
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 1 1 12 78
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 1 1 8 120
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 4 6 10 106
Updating Rules for Non-Bayesian Preferences 0 0 0 129 0 1 7 419
Total Working Papers 0 1 2 1,339 19 45 147 4,858


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 0 171 1 3 8 496
Arbitrage: the key to pricing options 0 0 0 75 2 2 5 229
Conditional preferences and updating 0 0 0 61 1 2 5 173
Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” 0 0 0 3 0 0 1 24
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 2 2 13 286
Equilibrium with new investment opportunities 0 0 0 23 1 1 10 95
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 0 3 13 235
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 6 11 23 1,930
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 1 57 4 8 18 192
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 0 0 49 0 0 4 154
Model Uncertainty, Limited Market Participation, and Asset Prices 0 0 1 70 0 7 15 281
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 2 8 172 2 6 38 552
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 1 2 4 77
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 0 46 1 1 12 333
Robust Stochastic Discount Factors 0 0 0 20 4 5 13 96
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 1 4 16 361
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 2 157 0 4 8 305
Total Journal Articles 0 3 16 1,978 26 61 206 5,819


Statistics updated 2026-05-06