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 1 1 32 1 3 12 155
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 334 2 5 14 1,321
Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification 0 0 0 49 2 5 24 276
Model Misspecification and Under-Diversification 0 0 0 141 0 1 25 538
On the Existence and Duration "Wait" Migration in a Generalized Model 0 0 0 0 3 4 13 81
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 199 4 6 22 545
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 0 212 8 9 29 581
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 1 199 2 3 10 692
Search and endogenous concentration of liquidity in asset markets 0 0 0 7 0 0 10 79
The Role of Risk Aversion and Uncertainty in Individual's Migration Decision 0 0 0 0 0 3 10 123
Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment 0 0 0 38 1 3 15 112
Updating Rules for Non-Bayesian Preferences 0 0 0 129 3 3 10 422
Total Working Papers 0 1 2 1,340 26 45 194 4,925


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 2 2 10 499
Arbitrage: the key to pricing options 0 0 0 75 1 1 8 232
Conditional preferences and updating 0 0 0 61 3 3 8 177
Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” 0 0 0 3 2 2 4 27
Efficient Intertemporal Allocations with Recursive Utility 0 0 0 93 2 3 11 289
Equilibrium with new investment opportunities 0 0 0 23 0 1 8 97
Implications of the Sharpe ratio as a performance measure in multi-period settings 0 0 0 52 1 1 12 238
Intertemporal Asset Pricing Under Knightian Uncertainty 0 0 0 747 4 6 25 1,937
Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification 0 1 3 59 0 2 20 198
Lp-Frechet Differentiable Preference and Local Utility Analysis 0 1 1 50 1 3 6 157
Model Uncertainty, Limited Market Participation, and Asset Prices 0 1 3 73 4 8 22 292
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach 0 0 2 172 4 19 46 576
Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing 0 0 0 34 2 2 8 81
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China 0 0 0 46 4 6 16 340
Robust Stochastic Discount Factors 0 0 0 20 0 0 11 97
Search and endogenous concentration of liquidity in asset markets 1 1 2 149 3 3 16 365
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes 0 0 3 158 2 2 10 308
Total Journal Articles 1 4 14 1,986 35 64 241 5,910


Statistics updated 2026-11-12