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 1 5 135
Efficient Intertemporal Allocations with Recursive Utility 0 1 4 333 0 3 11 1,292
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 3 46 1 6 18 214
Model Misspecification and Under-Diversification 0 0 2 139 0 3 11 482
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 1 2 61
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 202 0 2 15 519
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 1 3 196 1 7 19 647
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 3 196 0 4 14 506
Search and endogenous concentration of liquidity in asset markets 0 0 1 6 0 4 13 49
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 0 1 98
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 1 3 35 0 1 8 79
Updating Rules for Non-Bayesian Preferences 1 1 1 128 2 2 3 408
Total Working Papers 1 4 21 1,312 4 34 120 4,490


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 1 1 168 2 3 6 470
Arbitrage: the key to pricing options 0 0 0 72 0 0 4 218
Conditional preferences and updating 0 0 0 60 1 1 4 136
Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” 0 0 0 3 0 0 0 21
Efficient Intertemporal Allocations with Recursive Utility 0 0 7 82 1 9 31 242
Equilibrium with new investment opportunities 0 0 1 22 0 1 6 73
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 49 1 1 4 202
Intertemporal Asset Pricing Under Knightian Uncertainty 2 4 26 711 10 20 69 1,752
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 7 45 2 4 26 136
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 0 0 47 0 1 3 144
Model Uncertainty, Limited Market Participation, and Asset Prices 2 2 4 57 2 3 16 207
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 2 3 8 146 3 4 19 442
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 31 0 0 0 63
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 1 40 0 0 8 284
Robust Stochastic Discount Factors 0 0 1 19 1 1 4 74
Search and endogenous concentration of liquidity in asset markets 0 0 2 133 0 1 12 303
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 2 2 8 143 3 5 16 269
Total Journal Articles 8 12 66 1,828 26 54 228 5,036


Statistics updated 2020-11-03