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 3 6 148
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 1 6 11 1,316
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 3 10 15 263
Model Misspecification and Under-Diversification 0 0 0 141 2 19 23 534
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 0 7 10 76
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 2 8 14 565
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 1 2 199 1 1 5 684
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 2 7 13 536
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 3 11 77
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 2 7 119
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 2 3 6 102
Updating Rules for Non-Bayesian Preferences 0 0 0 129 1 4 7 419
Total Working Papers 1 1 2 1,339 14 73 128 4,839


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 5 8 495
Arbitrage: the key to pricing options 0 0 0 75 0 2 3 227
Conditional preferences and updating 0 0 0 61 0 1 4 172
Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” 0 0 0 3 0 1 1 24
Efficient Intertemporal Allocations with Recursive Utility 0 0 1 93 0 4 11 284
Equilibrium with new investment opportunities 0 0 0 23 0 3 10 94
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 3 7 13 235
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 2 747 2 8 18 1,924
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 0 1 57 2 6 14 188
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 0 0 49 0 2 4 154
Model Uncertainty, Limited Market Participation, and Asset Prices 0 0 1 70 5 11 16 281
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 1 2 9 172 2 13 39 550
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 1 1 3 76
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 0 46 0 7 12 332
Robust Stochastic Discount Factors 0 0 0 20 0 4 9 92
Search and endogenous concentration of liquidity in asset markets 0 0 1 148 2 8 15 360
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 1 2 157 0 5 8 305
Total Journal Articles 1 3 18 1,978 18 88 188 5,793


Statistics updated 2026-04-09