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 1 3 8 151
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 1 6 18 266
Model Misspecification and Under-Diversification 0 0 0 141 1 5 25 537
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 1 11 77
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 6 18 569
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 2 199 0 3 7 686
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 1 5 16 539
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 1 12 78
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 1 8 120
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 2 8 11 108
Updating Rules for Non-Bayesian Preferences 0 0 0 129 0 1 7 419
Total Working Papers 0 1 2 1,339 8 41 152 4,866


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 8 497
Arbitrage: the key to pricing options 0 0 0 75 1 3 6 230
Conditional preferences and updating 0 0 0 61 0 1 5 173
Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” 0 0 0 3 1 1 2 25
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 2 13 286
Equilibrium with new investment opportunities 0 0 0 23 1 2 11 96
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 1 4 14 236
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 0 8 22 1,930
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 1 1 2 58 1 7 18 193
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 0 0 49 0 0 4 154
Model Uncertainty, Limited Market Participation, and Asset Prices 1 1 1 71 1 6 15 282
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 8 172 2 6 40 554
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 1 3 5 78
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 0 46 1 2 13 334
Robust Stochastic Discount Factors 0 0 0 20 0 4 13 96
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 0 3 15 361
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 1 3 158 1 1 9 306
Total Journal Articles 3 4 18 1,981 12 56 213 5,831


Statistics updated 2026-06-04