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 3 145
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 2 3 6 1,310
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 1 3 7 253
Model Misspecification and Under-Diversification 0 0 0 141 1 3 8 515
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 2 4 69
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 5 6 7 529
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 4 5 9 557
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 198 1 3 7 683
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 6 9 74
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 5 6 117
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 1 2 4 99
Updating Rules for Non-Bayesian Preferences 0 0 0 129 3 3 3 415
Total Working Papers 0 0 1 1,338 20 43 73 4,766


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 1 171 1 1 4 490
Arbitrage: the key to pricing options 0 0 0 75 1 1 2 225
Conditional preferences and updating 0 0 0 61 1 2 3 171
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 1 1 93 1 4 8 280
Equilibrium with new investment opportunities 0 0 0 23 1 3 7 91
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 1 4 6 228
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 4 747 4 4 13 1,916
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 1 57 2 5 10 182
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 0 0 49 1 1 2 152
Model Uncertainty, Limited Market Participation, and Asset Prices 0 0 2 70 0 2 8 270
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 10 170 2 10 33 537
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 2 2 3 75
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 0 46 1 2 6 325
Robust Stochastic Discount Factors 0 0 1 20 2 5 6 88
Search and endogenous concentration of liquidity in asset markets 0 1 2 148 0 4 9 352
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 1 1 1 156 2 2 4 300
Total Journal Articles 1 5 23 1,975 22 52 124 5,705


Statistics updated 2026-01-09