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 1 141
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 333 0 0 1 1,300
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 48 0 0 5 236
Model Misspecification and Under-Diversification 0 0 0 140 0 0 6 504
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 0 0 64
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 199 0 0 2 519
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 3 4 209 0 4 9 541
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 197 0 0 2 672
Search and endogenous concentration of liquidity in asset markets 0 0 0 6 0 1 2 64
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 0 109
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 0 0 2 89
Updating Rules for Non-Bayesian Preferences 0 0 0 128 0 0 0 411
Total Working Papers 0 3 6 1,329 0 5 30 4,650


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 1 170 1 1 4 485
Arbitrage: the key to pricing options 0 1 1 75 0 1 1 223
Conditional preferences and updating 0 0 0 61 2 2 11 168
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 1 4 89 1 2 12 266
Equilibrium with new investment opportunities 0 0 0 23 0 0 1 78
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 50 0 0 2 216
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 735 2 3 19 1,871
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 1 1 3 53 2 3 9 165
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 1 1 48 0 1 1 148
Model Uncertainty, Limited Market Participation, and Asset Prices 1 2 3 63 1 5 18 244
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 154 0 0 8 473
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 2 45 0 1 5 317
Robust Stochastic Discount Factors 0 0 0 19 0 0 0 81
Search and endogenous concentration of liquidity in asset markets 0 2 6 145 0 2 9 337
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 2 153 0 0 5 292
Total Journal Articles 2 8 26 1,920 9 21 105 5,458


Statistics updated 2023-06-05