tan wang : Citation Profile


Are you tan wang?

Shanghai Jiao Tong University

11

H index

11

i10 index

1100

Citations

RESEARCH PRODUCTION:

17

Articles

12

Papers

RESEARCH ACTIVITY:

   20 years (1993 - 2013). See details.
   Cites by year: 55
   Journals where tan wang has often published
   Relations with other researchers
   Recent citing documents: 219.    Total self citations: 9 (0.81 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa705
   Updated: 2020-08-01    RAS profile: 2014-11-10    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with tan wang.

Is cited by:

Miao, Jianjun (40)

Tallon, Jean-Marc (31)

Mukerji, Sujoy (22)

ju, nengjiu (18)

Epstein, Larry (14)

Marinacci, Massimo (14)

Xepapadeas, Anastasios (12)

Ganguli, Jayant (12)

ARISOY, Yakup (12)

Schneider, Martin (11)

Weill, Pierre-Olivier (11)

Cites to:

Epstein, Larry (32)

Sargent, Thomas (9)

Hansen, Lars (9)

merton, robert (8)

Pindyck, Robert (8)

Schmeidler, David (8)

Dixit, Avinash (7)

Kreps, David (7)

Zin, Stanley (7)

Duffie, Darrell (7)

Gilboa, Itzhak (6)

Main data


Where tan wang has published?


Journals with more than one article published# docs
Journal of Economic Theory5
Review of Financial Studies4
Econometrica2
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
Working Papers / University of Waterloo, Department of Economics2

Recent works citing tan wang (2018 and 2017)


YearTitle of citing document
2018On the time consistency of collective preferences. (2018). Alcalá, Luis. In: Papers. RePEc:arx:papers:1607.02688.

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2017Hedging under generalized good-deal bounds and model uncertainty. (2017). Becherer, Dirk ; Kentia, Klebert . In: Papers. RePEc:arx:papers:1607.04488.

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2018Mean field and n-agent games for optimal investment under relative performance criteria. (2018). Zariphopoulou, Thaleia ; Lacker, Daniel . In: Papers. RePEc:arx:papers:1703.07685.

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2017Good Deal Hedging and Valuation under Combined Uncertainty about Drift and Volatility. (2017). Kentia, Klebert ; Becherer, Dirk. In: Papers. RePEc:arx:papers:1704.02505.

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2018Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves. (2018). Panchenko, Valentyn ; Lafond, François ; Farmer, J. ; Lillo, Fabrizio ; Way, Rupert . In: Papers. RePEc:arx:papers:1705.03423.

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2017Sparse Portfolio Selection via the sorted $\ell_{1}$-Norm. (2017). Paterlini, Sandra ; Bogdan, Malgorzata ; Lee, Sangkyun ; Kremer, Philipp J. In: Papers. RePEc:arx:papers:1710.02435.

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2020Calibration of Distributionally Robust Empirical Optimization Models. (2017). , Andrew ; Kim, Michael Jong ; Gotoh, Jun-Ya. In: Papers. RePEc:arx:papers:1711.06565.

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2018Dark Markets with Multiple Assets: Segmentation, Asymptotic Stability, and Equilibrium Prices. (2018). Pongou, Roland ; Ndoun'e Ndoun'e, . In: Papers. RePEc:arx:papers:1806.01924.

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2018Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach. (2018). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Papers. RePEc:arx:papers:1809.01464.

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2018An updated review of (sub-)optimal diversification models. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1811.08255.

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2019Horizon-unbiased Investment with Ambiguity. (2019). Zhou, Chao ; Sun, Xianming ; Lin, Qian. In: Papers. RePEc:arx:papers:1904.09379.

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2019A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity. (2019). , Luis ; Luis , ; Christensen, Soren. In: Papers. RePEc:arx:papers:1905.05429.

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2019The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1906.07533.

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2019A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty. (2019). Christensen, Soren ; Luis , . In: Papers. RePEc:arx:papers:1907.04046.

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2020Quantitative portfolio selection: using density forecasting to find consistent portfolios. (2019). Beasley, John ; Adcock, C J ; Meade, N. In: Papers. RePEc:arx:papers:1908.08442.

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2019Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence. (2019). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:1909.01830.

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2020Robust portfolio optimization with multi-factor stochastic volatility. (2019). Zhu, Song-Ping ; Ma, Guiyuan ; Lu, Xiaoping ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:1910.06872.

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2020Bounds on Multi-asset Derivatives via Neural Networks. (2019). Bernard, Carole ; de Gennaro, Luca. In: Papers. RePEc:arx:papers:1911.05523.

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2020Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice. (2020). Vasconcelos, Gabriel ; Medeiros, Marcelo ; Caner, Mehmet. In: Papers. RePEc:arx:papers:2002.01800.

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2020Continuous time mean-variance-utility portfolio problem and its equilibrium strategy. (2020). Zhu, Song-Ping ; He, Xin-Jiang ; Yang, Ben-Zhang. In: Papers. RePEc:arx:papers:2005.06782.

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2020Periodic Strategies II: Generalizations and Extensions. (2020). Jost, J ; Oikonomou, V K. In: Papers. RePEc:arx:papers:2005.12832.

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2020Mean-variance-utility portfolio selection with time and state dependent risk aversion. (2020). He, Xin-Jiang ; Yang, Ben-Zhang ; Zhu, Song-Ping. In: Papers. RePEc:arx:papers:2007.06510.

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2018Spatially Structured Deep Uncertainty, Robust Control, and Climate Change Policies. (2018). Xepapadeas, Anastasios ; Yannacopoulos, Athanasios. In: DEOS Working Papers. RePEc:aue:wpaper:1807.

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2018Ambiguity, Nominal Bond Yields and Real Bond Yields. (2018). Zhao, Guihai. In: Staff Working Papers. RePEc:bca:bocawp:18-24.

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2019A Volatility Smile-Based Uncertainty Index. (2019). Moura, Jaqueline Terra ; Machado, Jose Valentim. In: Working Papers Series. RePEc:bcb:wpaper:502.

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2017The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1128_17.

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2017On the relationship between macroprudential policy and other policies. (2017). Ramos -Francia, Manuel ; Garcia-Verdu, Santiago ; Ramos-Francia, Manuel. In: BIS Papers chapters. RePEc:bis:bisbpc:94-19.

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2018Twenty Years of Accounting and Finance Research on the Chinese Capital Market. (2018). Han, Jianlei ; Shi, Jing ; Pan, Zheyao ; He, Jing. In: Abacus. RePEc:bla:abacus:v:54:y:2018:i:4:p:576-599.

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2017Improved corporate governance and Chinese seasoned equity offering announcement effects. (2017). Chen, Xiaoyan. In: Accounting and Finance. RePEc:bla:acctfi:v:57:y:2017:i:2:p:401-428.

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2018Political Pressure or Rent Seeking? The Role of Mutual Funds in Chinas Split Share Structure Reform. (2018). Jiang, Ping ; Xue, YI ; Shao, Xinjian . In: Australian Economic Papers. RePEc:bla:ausecp:v:57:y:2018:i:3:p:284-308.

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2017Special Edition: Longevity 10 – The Tenth International Longevity Risk and Capital Markets Solutions Conference. (2017). Blake, David ; Melenberg, Bertrand ; Waegenaere, Anja ; Li, Hong ; Morales, Marco. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:84:y:2017:i:s1:p:459-475.

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2017Distressed Sales in OTC Markets. (2017). Selcuk, Cemil. In: Manchester School. RePEc:bla:manchs:v:85:y:2017:i:3:p:357-393.

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2018Stock market undervaluation of resource redeployability. (2018). Sakhartov, Arkadiy V. In: Strategic Management Journal. RePEc:bla:stratm:v:39:y:2018:i:4:p:1059-1082.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:002.

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2017Depositor discipline in Russian regions: Flight to familiarity or trust in local authorities?. (2017). Semenova, Maria ; Schoors, Koen ; Zubanov, Andrey. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_001.

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2018The real value of China’s stock market. (2018). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_002.

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2018Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market. (2018). Wang, Peng ; Virk, Nader ; Korkeamaki, Timo. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_019.

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2018On Booms That Never Bust: Ambiguity in Experimental Asset Markets with Bubbles. (2018). Kujal, Praveen ; Hernan Gonzalez, Roberto ; Corgnet, Brice ; Hernan-Gonzalez, Roberto. In: Working Papers. RePEc:chu:wpaper:18-15.

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2018Frictional intermediation in over-the-counter markets. (2018). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13126.

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2018A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269.

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2018Municipal Bond Markets. (2018). Cestau, Dario ; Schurhoff, Norman ; Li, Dan ; Hollifield, Burton. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13301.

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2019Heterogeneity in Decentralized Asset Markets. (2019). Lester, Benjamin ; Weill, Pierre-Olivier ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14014.

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2020Heterogeneity in Decentralized Asset Markets. (2020). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14274.

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2020The Choice Channel of Financial Innovation. (2020). Simsek, Alp ; Nenov, Plamen T ; Iachan, Felipe Saraiva. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14361.

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2020Household Finance. (2020). Gomes, Francisco J ; Haliassos, Michael ; Ramadorai, Tarun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14502.

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2019Dynamic Consistency, Valuable Information and Subjective Beliefs. (2019). Galanis, Spyros. In: Working Papers. RePEc:cty:dpaper:19/02.

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2017Discussion of “How Does Being Public Affect Firm Investment? Further Evidence from China”. (2017). Chen, Zhihong . In: The International Journal of Accounting. RePEc:eee:accoun:v:52:y:2017:i:1:p:22-24.

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2019Institutional preferences, demand shocks and the distress anomaly. (2019). Liu, Jia ; Wu, Yuliang ; Ye, Qing. In: The British Accounting Review. RePEc:eee:bracre:v:51:y:2019:i:1:p:72-91.

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2017A contractual analysis of state versus private ownership. (2017). Jiang, Kun ; Wang, Susheng. In: China Economic Review. RePEc:eee:chieco:v:43:y:2017:i:c:p:142-168.

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2017Stock liquidity and dividend payouts. (2017). Jiang, Fuxiu ; Shi, Beibei ; Ma, Yunbiao . In: Journal of Corporate Finance. RePEc:eee:corfin:v:42:y:2017:i:c:p:295-314.

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2018Does improved disclosure lead to higher executive compensation? Evidence from the conversion to IFRS and the dual-class share system in China. (2018). Lu, Jun ; Shi, Zhen. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:244-260.

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2018Prospect theory and IPO returns in China. (2018). Wang, Zhiqiang ; Shen, Zhe ; Coakley, Jerry ; Su, Bingbai. In: Journal of Corporate Finance. RePEc:eee:corfin:v:48:y:2018:i:c:p:726-751.

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2018Multiple large shareholders and corporate investment: Evidence from China. (2018). Jiang, Fuxiu ; Zhu, Bing ; Wang, Xue ; Cai, Wenjing . In: Journal of Corporate Finance. RePEc:eee:corfin:v:50:y:2018:i:c:p:66-83.

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2018Do executives benefit from shareholder disputes? Evidence from multiple large shareholders in Chinese listed firms. (2018). Fang, Yuanli ; Yang, Qingsen ; Hu, Maggie. In: Journal of Corporate Finance. RePEc:eee:corfin:v:51:y:2018:i:c:p:275-315.

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2019Wright meets Markowitz: How standard portfolio theory changes when assets are technologies following experience curves. (2019). Panchenko, Valentyn ; Lafond, François ; Way, Rupert ; Farmer, Doyne J ; Lillo, Fabrizio. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:101:y:2019:i:c:p:211-238.

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2020On booms that never bust: Ambiguity in experimental asset markets with bubbles. (2020). Kujal, Praveen ; Corgnet, Brice ; Hernan-Gonzalez, Roberto. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:110:y:2020:i:c:s0165188919301514.

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2018Dynamic derivative strategies with stochastic interest rates and model uncertainty. (2018). Escobar, Marcos ; Rubtsov, Alexey ; Ferrando, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:49-71.

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2018Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility. (2018). Zeng, Yan ; Yang, Zhou ; Chen, Zheng ; Li, Danping. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:88:y:2018:i:c:p:70-103.

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2018Managerial manipulation, corporate governance, and limited market participation. (2018). Liu, QI ; Sun, BO. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:90:y:2018:i:c:p:98-117.

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2018Equity home bias—A global perspective from the shrunk frontier. (2018). Paul, Satya ; Shankar, Sriram ; Mukherjee, Raja. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:57:y:2018:i:c:p:9-21.

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2019Who poisons the pool? Time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets. (2019). Wang, Jinghua ; Kim, Yea Lee ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:81:y:2019:i:c:p:136-147.

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2020Provincial economic performance and underpricing of IPOs: Evidence from political interventions in China. (2020). Li, Yuan ; Uchida, Konari ; Liu, Jianlei . In: Economic Modelling. RePEc:eee:ecmode:v:86:y:2020:i:c:p:274-285.

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2020Institutional monitoring, coordination and corporate acquisitions in China. (2020). Peng, Fei ; Kang, Lili ; Anwar, Sajid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818300019.

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2019Large-scale portfolio allocation under transaction costs and model uncertainty. (2019). Hautsch, Nikolaus ; Voigt, Stefan. In: Journal of Econometrics. RePEc:eee:econom:v:212:y:2019:i:1:p:221-240.

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2018Naive versus optimal diversification: Tail risk and performance. (2018). Hwang, In Chang ; Xu, Simon ; In, Francis. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:1:p:372-388.

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2018Optimal privatization portfolios in the presence of arbitrary risk aversion. (2018). Topaloglou, Nikolas ; Christodoulakis, George ; Mohamed, Abdulkadir. In: European Journal of Operational Research. RePEc:eee:ejores:v:265:y:2018:i:3:p:1172-1191.

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2019A linear programming model for selection of sparse high-dimensional multiperiod portfolios. (2019). Pun, Chi Seng ; Wong, Hoi Ying. In: European Journal of Operational Research. RePEc:eee:ejores:v:273:y:2019:i:2:p:754-771.

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2017Portfolio selection with mental accounts and estimation risk. (2017). Yan, Shu ; Baptista, Alexandre ; Alexander, Gordon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:41:y:2017:i:c:p:161-186.

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2018Stock liquidity and corporate diversification: Evidence from China’s split share structure reform. (2018). Gu, Lifeng ; Zhang, Yilin ; Yao, Wentao ; Wang, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:57-80.

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2019Optimal granularity for portfolio choice. (2019). Weissensteiner, Alex ; Luivjanska, Katarina ; Branger, Nicole. In: Journal of Empirical Finance. RePEc:eee:empfin:v:50:y:2019:i:c:p:125-146.

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2019Speculative trading of electricity contracts in interconnected locations. (2019). Qin, Zhen ; Jaimungal, Sebastian ; Cartea, Alvaro. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:3-20.

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2019Learning Chinese? The changing investment behavior of foreign institutions in the Chinese stock market. (2019). Virk, Nader ; Korkeamaki, Timo ; Wang, Peng. In: International Review of Financial Analysis. RePEc:eee:finana:v:64:y:2019:i:c:p:190-203.

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2019Pre-merger management in developing markets: The role of earnings glamor. (2019). Huang, Wei ; Zhang, Hong ; Goodell, John W. In: International Review of Financial Analysis. RePEc:eee:finana:v:65:y:2019:i:c:s1057521919300961.

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2019Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller?. (2019). Pukthuanthong, Kuntara ; Qiao, Zhuo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:39-44.

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2017Limited participation under ambiguity of correlation. (2017). Zhang, Shunming ; Zhu, Wei ; Huang, Helen Hui . In: Journal of Financial Markets. RePEc:eee:finmar:v:32:y:2017:i:c:p:97-143.

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2017On the relation between liquidity and the futures-cash basis: Evidence from a natural experiment. (2017). Han, Jianlei ; Pan, Zheyao. In: Journal of Financial Markets. RePEc:eee:finmar:v:36:y:2017:i:c:p:115-131.

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2019Depositor discipline during crisis: Flight to familiarity or trust in local authorities?. (2019). Zubanov, Andrey ; Semenova, Maria ; Schoors, Koen. In: Journal of Financial Stability. RePEc:eee:finsta:v:43:y:2019:i:c:p:25-39.

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2017The effect of the split share structure reform on working capital management of Chinese companies. (2017). He, Wei ; Baker, Kent H ; Mukherjee, Tarun K. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:27-37.

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2018Risk versus ambiguity and international security design. (2018). Michalski, Tomasz ; Hill, Brian. In: Journal of International Economics. RePEc:eee:inecon:v:113:y:2018:i:c:p:74-105.

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2017Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity. (2017). Viens, Frederi G ; Yi, BO ; Gu, Ailing. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:72:y:2017:i:c:p:235-249.

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2018Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility. (2018). Wang, Pei ; Li, Zhongfei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:67-83.

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2018Optimal robust reinsurance-investment strategies for insurers with mean reversion and mispricing. (2018). Gu, Ailing ; Yao, Haixiang ; Viens, Frederi G. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:80:y:2018:i:c:p:93-109.

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2019Optimal reinsurance to minimize the discounted probability of ruin under ambiguity. (2019). Young, Virginia R ; Li, Danping. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:87:y:2019:i:c:p:143-152.

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2017Mean-variance versus naïve diversification: The role of mispricing. (2017). Yan, Cheng ; Zhang, Huazhu . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:61-81.

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2019Forecast ranked tailored equity portfolios. (2019). Buncic, Daniel ; Stern, Cord. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:63:y:2019:i:c:s1042443119301325.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2019Agency costs and tax planning when the government is a major Shareholder. (2019). Ma, Mark ; Liao, Guanmin ; Bradshaw, Mark. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:67:y:2019:i:2:p:255-277.

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2019Hedging parameter risk. (2019). Schmelzle, Martin ; Rosch, Daniel ; Claussen, Arndt . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:111-121.

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2019Does residual state ownership increase stock return volatility? Evidence from Chinas secondary privatization. (2019). Liao, Jing ; Chi, Jing ; Anderson, Hamish D ; Xie, Feng. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:100:y:2019:i:c:p:234-251.

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2019Ambiguity in securitization markets. (2019). Anderson, Alyssa Gray. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:102:y:2019:i:c:p:231-255.

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2019Compensation and risk: A perspective on the Lake Wobegon effect. (2019). Zou, Zhentao ; Yang, Jinqiang ; Li, Jiangyuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:108:y:2019:i:c:s0378426619302018.

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2020Sparse portfolio selection via the sorted ℓ1-Norm. (2020). Paterlini, Sandra ; Bogdan, Magorzata ; Lee, Sangkyun ; Kremer, Philipp J. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:110:y:2020:i:c:s0378426619302614.

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2017Dynamic portfolio optimization with ambiguity aversion. (2017). Zhang, Jinqing ; Jin, Zeyu . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:79:y:2017:i:c:p:95-109.

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2017Trading restrictions and firm dividends: The share lockup expiration experience in China. (2017). Wang, Yuyue ; Nofsinger, John R ; Fang, Hongyan ; Song, Zhihui. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:85:y:2017:i:c:p:83-98.

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2018Alternative corporate governance: Domestic media coverage of mergers and acquisitions in China. (2018). Borochin, Paul ; Cu, Wei Hua. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:1-25.

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2018Financial literacy and participation in the derivatives markets. (2018). Hsiao, Yu-Jen ; Tsai, Wei-Che. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:15-29.

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2017The pricing effects of ambiguous private information. (2017). Ganguli, Jayant ; Condie, Scott . In: Journal of Economic Theory. RePEc:eee:jetheo:v:172:y:2017:i:c:p:512-557.

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2018Financial market structures revealed by pricing rules: Efficient complete markets are prevalent. (2018). Faro, José ; Chateauneuf, Alain ; Araujo, Aloisio. In: Journal of Economic Theory. RePEc:eee:jetheo:v:173:y:2018:i:c:p:257-288.

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2018Dynamic market participation and endogenous information aggregation. (2018). Yu, Edison. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:491-517.

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2019Is ambiguity aversion bad for innovation?. (2019). Beauchene, D. In: Journal of Economic Theory. RePEc:eee:jetheo:v:183:y:2019:i:c:p:1154-1176.

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More than 100 citations found, this list is not complete...

Works by tan wang:


YearTitleTypeCited
2001Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing In: Mathematical Finance.
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article2
2002Model Misspecification and Under-Diversification In: CEPR Discussion Papers.
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2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach In: CEPR Discussion Papers.
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paper179
2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2005) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 179
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2004Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
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This paper has another version. Agregated cites: 179
paper
2007Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2007) In: Review of Financial Studies.
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This paper has another version. Agregated cites: 179
article
2010Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification In: CEPR Discussion Papers.
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paper47
2012Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification.(2012) In: Management Science.
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This paper has another version. Agregated cites: 47
article
1994Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica.
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article337
1996Beliefs about Beliefs without Probabilities. In: Econometrica.
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article31
2000Updating Rules for Non-Bayesian Preferences In: Econometric Society World Congress 2000 Contributed Papers.
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paper0
2001Equilibrium with new investment opportunities In: Journal of Economic Dynamics and Control.
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article3
2008Implications of the Sharpe ratio as a performance measure in multi-period settings In: Journal of Economic Dynamics and Control.
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article9
2003Conditional preferences and updating In: Journal of Economic Theory.
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article32
2007Search and endogenous concentration of liquidity in asset markets In: Journal of Economic Theory.
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article89
2004Search and endogenous concentration of liquidity in asset markets.(2004) In: LSE Research Online Documents on Economics.
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This paper has another version. Agregated cites: 89
paper
1993Lp-Frechet Differentiable Preference and Local Utility Analysis In: Journal of Economic Theory.
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article2
1995Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory.
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article35
2000Efficient Intertemporal Allocations with Recursive Utility In: Journal of Economic Theory.
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article23
1998Efficient Intertemporal Allocations with Recursive Utility.(1998) In: NBER Technical Working Papers.
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This paper has another version. Agregated cites: 23
paper
2004Arbitrage: the key to pricing options In: Economic Commentary.
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article1
2011Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” In: Journal of Money, Credit and Banking.
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article0
2002An Equilibrium Model of Rare Event Premia In: Working papers.
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paper1
2005Model Uncertainty, Limited Market Participation, and Asset Prices In: Review of Financial Studies.
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article89
2008Robust Stochastic Discount Factors In: Review of Financial Studies.
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article8
2011Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China In: Review of Financial Studies.
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article91
2013Uncertainty, Unemployment Insurance, Individuals Optimal Stopping Time and Duration of Unemployment In: Working Paper series.
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1997The Role of Risk Aversion and Uncertainty in Individuals Migration Decision In: Working Papers.
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paper1
1997On the Existence and Duration Wait Migration in a Generalized Model In: Working Papers.
[Citation analysis]
paper0

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