tan wang : Citation Profile

Are you tan wang?

Shanghai Jiao Tong University

12

H index

12

i10 index

1493

Citations

RESEARCH PRODUCTION:

17

Articles

12

Papers

RESEARCH ACTIVITY:

   20 years (1993 - 2013). See details.
   Cites by year: 74
   Journals where tan wang has often published
   Relations with other researchers
   Recent citing documents: 137.    Total self citations: 10 (0.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa705
   Updated: 2023-05-27    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:

Tallon, Jean-Marc (45)

Miao, Jianjun (44)

Mukerji, Sujoy (29)

Epstein, Larry (22)

Schneider, Martin (20)

Weill, Pierre-Olivier (20)

ju, nengjiu (19)

Marinacci, Massimo (17)

Brock, William (13)

Xepapadeas, Anastasios (13)

ARISOY, Yakup (12)

Cites to:

Epstein, Larry (35)

merton, robert (14)

Gilboa, Itzhak (13)

Sargent, Thomas (9)

Campbell, John (9)

Hansen, Lars (9)

Pindyck, Robert (8)

Duffie, Darrell (7)

Dixit, Avinash (7)

Miao, Jianjun (7)

Kreps, David (7)

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
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / University of Waterloo, Department of Economics2

Recent works citing tan wang (2022 and 2021)

YearTitle of citing document
2021Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models. (2021). Montes-Rojas, Gabriel ; Yeol, Kim Jeong ; Olmo, Jose ; Galvao, Antonio ; de Castro, Luciano ; Montesrojas, Gabriel. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4494.

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2021Maximizing the Out-of-Sample Sharpe Ratio. (2021). Lassance, Nathan. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021013.

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2021EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS. (2021). Olmo, Jose ; Kim, Jeong Yeol ; Galvao, Antonio F ; de Castro, Luciano ; Montes-Rojas, Gabriel. In: Documentos de trabajo del Instituto Interdisciplinario de Economía Política (IIEP-BAIRES). RePEc:ake:iiepdt:202168.

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2021Portfolio 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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2021Robust 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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2022Sharpe 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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2021Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift. (2020). Westphal, Dorothee ; Sass, Jorn. In: Papers. RePEc:arx:papers:2009.14559.

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2022Forward utility and market adjustments in relative investment-consumption games of many players. (2020). Platonov, Vadim ; Reis, Goncalo Dos . In: Papers. RePEc:arx:papers:2012.01235.

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2022Robust Portfolio Selection Problems: A Comprehensive Review. (2021). Ghasemi, Alireza ; Saif, Ahmed ; Ghahtarani, Alireza . In: Papers. RePEc:arx:papers:2103.13806.

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2021Distributionally robust portfolio maximisation and marginal utility pricing in discrete time. (2021). Obloj, Jan ; Wiesel, Johannes. In: Papers. RePEc:arx:papers:2105.00935.

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2021Correlation Concern. (2021). Ellis, Andrew. In: Papers. RePEc:arx:papers:2105.13341.

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2022Deep Signature FBSDE Algorithm. (2021). Zhang, Zhaoyu ; Luo, Man ; Feng, QI. In: Papers. RePEc:arx:papers:2108.10504.

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2022Sensitivity to large losses and $\rho$-arbitrage for convex risk measures. (2022). Herdegen, Martin ; Khan, Nazem. In: Papers. RePEc:arx:papers:2202.07610.

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2023Distributionally robust risk evaluation with causality constraint and structural information. (2022). Han, Bingyan. In: Papers. RePEc:arx:papers:2203.10571.

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2022Optimal Investment and Equilibrium Pricing under Ambiguity. (2022). Schneider, Paul ; Anthropelos, Michail. In: Papers. RePEc:arx:papers:2206.10489.

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2023Diversification Quotients: Quantifying Diversification via Risk Measures. (2022). Wang, Ruodu ; Lin, Liyuan ; Han, Xia. In: Papers. RePEc:arx:papers:2206.13679.

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2022Limit Orders and Knightian Uncertainty. (2022). Kuzmics, Christoph ; Greinecker, Michael. In: Papers. RePEc:arx:papers:2208.10804.

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2023Choice Structures in Games. (2023). Marti, Johannes ; Galeazzi, Paolo. In: Papers. RePEc:arx:papers:2304.11575.

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2023Robust Equilibrium Strategy for Mean-Variance Portfolio Selection. (2023). Zhou, Chao ; Qian, Shuaijie ; Li, Mengge. In: Papers. RePEc:arx:papers:2305.07166.

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2022Information governance in sustainable finance. (2022). Packer, Frank ; Aramonte, Sirio. In: BIS Papers. RePEc:bis:bisbps:132.

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2022Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474.

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2021Information Inertia. (2021). Condie, Scott ; Ganguli, Jayant V ; Illeditsch, Philipp K. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:443-479.

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2021Distributionally robust portfolio maximization and marginal utility pricing in one period financial markets. (2021). Wiesel, Johannes ; Oboj, Jan. In: Mathematical Finance. RePEc:bla:mathfi:v:31:y:2021:i:4:p:1454-1493.

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2022Mean??$\rho$ portfolio selection and ?$\rho$?arbitrage for coherent risk measures. (2022). Khan, Nazem ; Herdegen, Martin. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:226-272.

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2022Portfolio diversification and model uncertainty: A robust dynamic mean?variance approach. (2022). Zhou, Chao ; Wei, Xiaoli ; Pham, Huyen. In: Mathematical Finance. RePEc:bla:mathfi:v:32:y:2022:i:1:p:349-404.

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2023How does people’s liberation army related business closure affect the local economy?. (2023). Zhang, Shuo. In: China Economic Review. RePEc:eee:chieco:v:77:y:2023:i:c:s1043951x22001481.

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2021Does privatization reform alleviate ownership discrimination? Evidence from the Split-share structure reform in China. (2021). Wang, Zhengwei ; Liu, Jinyu ; Zhu, Wuxiang. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302923.

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2021The failure of Chinese peer-to-peer lending platforms: Finance and politics. (2021). Li, Xiaoyang ; He, Qing. In: Journal of Corporate Finance. RePEc:eee:corfin:v:66:y:2021:i:c:s0929119920302960.

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2022One false step can make a great difference: Does corporate litigation cause the exit of the controlling shareholder?. (2022). Miao, Miao ; Si, Haiping ; Liu, Ruiming. In: Journal of Corporate Finance. RePEc:eee:corfin:v:73:y:2022:i:c:s0929119922000359.

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2022Soft activism and corporate dividend policy: Evidence from institutional investors site visits. (2022). Zhou, Sili ; Wang, Hanyang ; Cao, Jerry . In: Journal of Corporate Finance. RePEc:eee:corfin:v:75:y:2022:i:c:s0929119922000645.

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2022Robust investment strategies with two risky assets. (2022). Luo, Yulei ; Sun, Xianming ; Lin, Qian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:134:y:2022:i:c:s0165188921002104.

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2021Prudence attitude and limited participation. (2021). Wang, Yanjie ; Huang, Helen ; Zhang, Shunming. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001231.

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2021Optimal investment and reinsurance policies for an insurer with ambiguity aversion. (2021). Liu, Bing ; Zhou, Ming ; Meng, Hui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301923.

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2022Optimal growth under model uncertainty. (2022). Xu, Yuhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940821002254.

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2022Equilibrium mean–variance reinsurance and investment strategies for a general insurance company under smooth ambiguity. (2022). Hu, Xiang ; Guan, Guohui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001310.

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2021High dimensional minimum variance portfolio estimation under statistical factor models. (2021). Zheng, Xinghua ; Li, Yingying ; Ding, YI. In: Journal of Econometrics. RePEc:eee:econom:v:222:y:2021:i:1:p:502-515.

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2022Inference on estimators defined by mathematical programming. (2022). Shum, Matthew ; Shi, Xiaoxia ; Hsieh, Yu-Wei. In: Journal of Econometrics. RePEc:eee:econom:v:226:y:2022:i:2:p:248-268.

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2022Asset selection based on high frequency Sharpe ratio. (2022). Chen, Min ; Lian, Yimin ; Wang, Christina Dan. In: Journal of Econometrics. RePEc:eee:econom:v:227:y:2022:i:1:p:168-188.

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2021Quantitative portfolio selection: Using density forecasting to find consistent portfolios. (2021). Beasley, John ; Meade, N ; Adcock, C J. In: European Journal of Operational Research. RePEc:eee:ejores:v:288:y:2021:i:3:p:1053-1067.

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2021The surprising robustness of dynamic Mean-Variance portfolio optimization to model misspecification errors. (2021). Forsyth, Peter A ; Dang, Duy-Minh ; van Staden, Pieter M. In: European Journal of Operational Research. RePEc:eee:ejores:v:289:y:2021:i:2:p:774-792.

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2021Parameter-free robust optimization for the maximum-Sharpe portfolio problem. (2021). Chakrabarti, Deepayan. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:1:p:388-399.

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2021Time-consistency of optimal investment under smooth ambiguity. (2021). Mahayni, Antje ; Balter, Anne G ; Schweizer, Nikolaus. In: European Journal of Operational Research. RePEc:eee:ejores:v:293:y:2021:i:2:p:643-657.

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2022Optimal management of defined contribution pension funds under the effect of inflation, mortality and uncertainty. (2022). Yannacopoulos, A N ; Weber, G.-W., ; Szczepaski, M ; Kolodziejczyk, K ; Dopierala, L ; Baltas, I. In: European Journal of Operational Research. RePEc:eee:ejores:v:298:y:2022:i:3:p:1162-1174.

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2023Robust consumption and portfolio choice with derivatives trading. (2023). Zhuang, YI ; Yang, Charles ; Wei, Pengyu. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:832-850.

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2021Do bank loans still convey information to investors? Evidence from the split share structure reform in China. (2021). Wu, Weixing ; Xu, Binbin ; Zhang, Haiyang ; Tumer-Alkan, Gunseli ; Lu, Li Ping. In: Emerging Markets Review. RePEc:eee:ememar:v:48:y:2021:i:c:s1566014120301588.

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2022Do we need higher-order comoments to enhance mean-variance portfolios? Evidence from a simplified jump process. (2022). Simaan, Yusif ; Khashanah, Khaldoun. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000412.

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2022Fund trading divergence and performance contribution. (2022). Sarto, Jose Luis ; Andreu, Laura ; Gimeno, Ruth. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s105752192200182x.

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2022Ambiguity and asset pricing: An empirical investigation for an emerging market. (2022). Daniolu, Seza ; Ahin, Baki Cem. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922002885.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2021Uncertainty of uncertainty and firm cash holdings. (2021). Goyal, Abhinav ; Urquhart, Andrew ; Goodell, John W. In: Journal of Financial Stability. RePEc:eee:finsta:v:56:y:2021:i:c:s1572308921000814.

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2021Dynamic decision making under ambiguity: An experimental investigation. (2021). Georgalos, Konstantinos. In: Games and Economic Behavior. RePEc:eee:gamebe:v:127:y:2021:i:c:p:28-46.

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2021Optimal risk exposure and dividend payout policies under model uncertainty. (2021). Siu, Tak Kuen ; Zhu, Jinxia ; Feng, Yang. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:1-29.

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2021The annuity puzzle and consumption hump under ambiguous life expectancy. (2021). Hung, Mao-Wei ; Han, Nan-Wei. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:100:y:2021:i:c:p:76-88.

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2022Robust equilibrium strategies in a defined benefit pension plan game. (2022). Liang, Zongxia ; Hu, Jiaqi ; Guan, Guohui. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:106:y:2022:i:c:p:193-217.

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2021Investing during a Fintech Revolution: Ambiguity and return risk in cryptocurrencies. (2021). Mishra, Tapas ; Zhang, Zhuang ; Yarovaya, Larisa ; Luo, DI. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000810.

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2022Optimal loan contracting under policy uncertainty: Theory and international evidence. (2022). Gong, Di ; Wu, Weixing ; Li, Zhao ; Jiang, Tao. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443121002055.

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2022Foreign investments during financial crises: Institutional investors’ informational skills create value when familiarity does not. (2022). Jimenez-Garces, Sonia ; Tanos, Barbara Abou. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000683.

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2021Wealth heterogeneity, information acquisition and equity home bias: Evidence from U.S. household surveys of consumer finance. (2021). Guo, Meixin ; Carpio, Ronaldo ; Pyun, Ju Hyun ; Liu, Yuan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:126:y:2021:i:c:s0378426621000583.

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2021A shrinkage approach for Sharpe ratio optimal portfolios with estimation risks. (2021). Rosch, Daniel ; Kircher, Felix. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:133:y:2021:i:c:s0378426621002375.

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2022OTC Microstructure in a period of stress: A Multi-layered network approach. (2022). Vasios, Michalis ; Joseph, Andreas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426621003514.

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2022Political corruption, trust, and household stock market participation. (2022). Liao, Yin ; Hanspal, Tobin ; Bu, DI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s0378426622000425.

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2022Ambiguity, ambiguity aversion and foreign bias: New evidence from international panel data. (2022). Wang, Mei ; Dlugosch, Dennis. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:140:y:2022:i:c:s0378426622001054.

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2022Investment, payout, and cash management under risk and ambiguity. (2022). Tian, Yuan ; Luo, Pengfei. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:141:y:2022:i:c:s0378426622001479.

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2022Information disclosure ratings and continuing overreaction: Evidence from the Chinese capital market. (2022). Yang, Lu ; Luo, Sijia ; Ho, Kung-Cheng. In: Journal of Business Research. RePEc:eee:jbrese:v:140:y:2022:i:c:p:638-656.

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2022How does stock liquidity affect corporate tax noncompliance? Evidence from China?. (2022). Zheng, Dengjin ; Shi, Xinzheng ; Lu, Yao ; Kim, Han E. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:3:p:688-712.

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2022Does competition cause government decentralization? The case of state-owned enterprises. (2022). Zhu, Ling ; Liu, Shasha ; Kong, Gaowen. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:50:y:2022:i:4:p:1103-1122.

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2021Variations in investment advice provision: A study of financial advisors of millionaire investors. (2021). Marsh, Ian W ; Baeckstrom, Ylva ; Silvester, Joanne. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:188:y:2021:i:c:p:716-735.

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2021Ambiguity, asset illiquidity, and price variability. (2021). Zhou, Tong. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:280-292.

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2022Volatility shocks and investment behavior. (2022). Huber, Christoph ; Kirchler, Michael. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:194:y:2022:i:c:p:56-70.

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2021Learning under ambiguity: An experiment in gradual information processing. (2021). Ngangoue, Kathleen M. In: Journal of Economic Theory. RePEc:eee:jetheo:v:195:y:2021:i:c:s0022053121000995.

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2021Sequential auctions with ambiguity. (2021). Liu, Heng ; Ghosh, Gagan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:197:y:2021:i:c:s0022053121001411.

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2022Learning (to disagree?) in large worlds. (2022). Schmeidler, David ; Samuelson, Larry ; Gilboa, Itzhak. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053120301599.

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2022Speculative trade under ambiguity. (2022). Werner, Jan. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s002205312100017x.

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2022Robust pricing under strategic trading. (2022). Shen, Rui ; Qiu, Yawen ; Ke, Shaowei ; Gong, Aibo. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000181.

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2022Ignorance, pervasive uncertainty, and household finance. (2022). Luo, Yulei ; Wang, Haijun ; Nie, Jun. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000211.

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2022Ambiguity under growing awareness. (2022). Tserenjigmid, Gerelt ; Dominiak, Adam. In: Journal of Economic Theory. RePEc:eee:jetheo:v:199:y:2022:i:c:s0022053121000739.

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2022Portfolio concentration, portfolio inertia, and ambiguous correlation. (2022). Jiang, Julia ; Liu, Jun ; Tian, Weidong ; Zeng, Xudong. In: Journal of Economic Theory. RePEc:eee:jetheo:v:203:y:2022:i:c:s0022053122000539.

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2021What’s wrong with Pittsburgh? Delegated investors and liquidity concentration. (2021). Ghent, Andra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:337-358.

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2021Can unpredictable risk exposure be priced?. (2021). Frehen, Rik ; Driessen, Joost ; Barahona, Ricardo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:522-544.

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2021The real value of China’s stock market. (2021). Whitelaw, Robert F ; Lu, Fangzhou ; Carpenter, Jennifer N. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:3:p:679-696.

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2021Asset mispricing. (2021). Petrasek, Lubomir ; Longstaff, Francis A ; Lewis, Kurt F. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:981-1006.

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2022Ambiguity about volatility and investor behavior. (2022). Uhr, Charline ; Meyer, Steffen ; Kostopoulos, Dimitrios. In: Journal of Financial Economics. RePEc:eee:jfinec:v:145:y:2022:i:1:p:277-296.

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2022Millionaires speak: What drives their personal investment decisions?. (2022). Robertson, Adriana Z ; Dyson, Danielle ; Choi, James J ; Bender, Svetlana. In: Journal of Financial Economics. RePEc:eee:jfinec:v:146:y:2022:i:1:p:305-330.

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2021Does a reduction of state control affect IPO underpricing? Evidence from the Chinese A-share market. (2021). Mu, Shaolong ; Hoque, Hafiz. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:115:y:2021:i:c:s0261560621000334.

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2022Institutional investors and earnings management associated with controlling shareholders promises: Evidence from the split share structure reform in China. (2022). Lau, Archie ; Wu, Yue ; Wang, Kun Tracy ; Wilson, Mark. In: Journal of Contemporary Accounting and Economics. RePEc:eee:jocaae:v:18:y:2022:i:3:s181556692200025x.

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2021Big data and portfolio optimization: A novel approach integrating DEA with multiple data sources. (2021). Liu, Wenbin ; Wang, Rui ; Xiao, Helu ; Gao, Meng ; Zhou, Zhongbao. In: Omega. RePEc:eee:jomega:v:104:y:2021:i:c:s0305048321000888.

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2021A study of robust portfolio optimization with European options using polyhedral uncertainty sets. (2021). Thiele, Aurelie C ; Ashrafi, Hedieh. In: Operations Research Perspectives. RePEc:eee:oprepe:v:8:y:2021:i:c:s2214716021000014.

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2021State ownership, implicit government guarantees, and crash risk: Evidence from China. (2021). Shen, MI ; Jia, Yuecheng ; Ding, Mingfa. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x2030682x.

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2021Time-varying asymmetric tail dependence of international equities markets. (2021). Qin, Xiao ; Zhou, Chunyang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000962.

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2022Does managerial compensation influence price efficiency?. (2022). Ho, Kung-Cheng ; Yan, Cheng ; Huang, Hung-Yi. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22000890.

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2022Can multiple blockholders restrain corporate financialization?. (2022). Cai, Xinni ; Shen, Yanyan ; Jiang, Fuxiu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001226.

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2021Identifying the fair value of Sharpe ratio by an option valuation approach. (2021). Li, Xiu-Yan ; Lu, Jin-Ray. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:63-70.

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2021Risk, ambiguity, and equity premium: International evidence. (2021). Byun, Suk-Joon ; Kim, Eung-Bin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:321-335.

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2022The nonlinear effect of shareholder ownership structure on a firms cash holdings: Type I and Type II agency problem perspectives in Chinas split-share reform. (2022). Bi, Qian ; Zhang, Xuehui ; Huang, Bingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:77:y:2022:i:c:p:493-504.

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2021Institutional determinants of bid–ask spreads in Caribbean offshore stock exchanges. (2021). Hearn, Bruce. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001288.

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2022China’s secondary privatization and corporate investment efficiency. (2022). Zhu, Ying ; Huang, KE. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000393.

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2022Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models. (2022). Olmo, Jose ; Montes-Rojas, Gabriel ; Kim, Jeong Yeol ; Galvao, Antonio F ; de Castro, Luciano. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:97:y:2022:i:c:s2214804321001610.

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2021Price of climate risk hedging under uncertainty. (2021). Evi, Eljko ; Xu, Wei ; Rubtsov, Alexey. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:165:y:2021:i:c:s0040162520312567.

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2021Ambiguity, Long-Run Risks, and Asset Prices. (2021). Wei, Bin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:93476.

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2021Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:91312.

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2021Defragmenting Markets: Evidence from Agency MBS. (2021). Vickery, James ; SONG, ZHAOGANG ; Liu, Haoyang. In: Working Papers. RePEc:fip:fedpwp:92849.

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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.
[Full Text][Citation analysis]		article2
2002Model Misspecification and Under-Diversification In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper165
2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper251
2005Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2005) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		paper
2004Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2004) In: Money Macro and Finance (MMF) Research Group Conference 2004.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		paper
2007Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach.(2007) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 251		article
2010Keynes Meets Markowitz: The Trade-off Between Familiarity and Diversification In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper79
2012Keynes Meets Markowitz: The Trade-Off Between Familiarity and Diversification.(2012) In: Management Science.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 79		article
1994Intertemporal Asset Pricing Under Knightian Uncertainty. In: Econometrica.
[Full Text][Citation analysis]		article407
1996Beliefs about Beliefs without Probabilities. In: Econometrica.
[Full Text][Citation analysis]		article61
2000Updating Rules for Non-Bayesian Preferences In: Econometric Society World Congress 2000 Contributed Papers.
[Full Text][Citation analysis]		paper0
2001Equilibrium with new investment opportunities In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2008Implications of the Sharpe ratio as a performance measure in multi-period settings In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article12
2003Conditional preferences and updating In: Journal of Economic Theory.
[Full Text][Citation analysis]		article39
2007Search and endogenous concentration of liquidity in asset markets In: Journal of Economic Theory.
[Full Text][Citation analysis]		article124
2004Search and endogenous concentration of liquidity in asset markets.(2004) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 124		paper
1993Lp-Frechet Differentiable Preference and Local Utility Analysis In: Journal of Economic Theory.
[Full Text][Citation analysis]		article4
1995Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes In: Journal of Economic Theory.
[Full Text][Citation analysis]		article46
2000Efficient Intertemporal Allocations with Recursive Utility In: Journal of Economic Theory.
[Full Text][Citation analysis]		article25
1998Efficient Intertemporal Allocations with Recursive Utility.(1998) In: NBER Technical Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		paper
2004Arbitrage: the key to pricing options In: Economic Commentary.
[Full Text][Citation analysis]		article1
2011Discussion of “Asset Prices, Liquidity, and Monetary Policy in an Exchange Economy” In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]		article0
2002An Equilibrium Model of Rare Event Premia In: Working papers.
[Full Text][Citation analysis]		paper1
2005Model Uncertainty, Limited Market Participation, and Asset Prices In: Review of Financial Studies.
[Full Text][Citation analysis]		article136
2008Robust Stochastic Discount Factors In: Review of Financial Studies.
[Full Text][Citation analysis]		article8
2011Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China In: Review of Financial Studies.
[Full Text][Citation analysis]		article128
2013Uncertainty, Unemployment Insurance, Individuals Optimal Stopping Time and Duration of Unemployment In: Working Paper series.
[Full Text][Citation analysis]		paper0
1997The Role of Risk Aversion and Uncertainty in Individuals Migration Decision In: Working Papers.
[Citation analysis]		paper1
1997On the Existence and Duration Wait Migration in a Generalized Model In: Working Papers.
[Citation analysis]		paper0

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