| . |
Wang, Tan's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total
Downloads
2,873 |
Total
Citations
267 |
|
|
|
|
|
1.
|
|
Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
|
|
Posted:
|
|
16 Feb 09
|
|
Last Revised:
|
|
01 Mar 10
|
|
713
(15,564)
|
13
|
|
|
|
|
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
|
|
7
|
13
|
|
| |
|
| |
ambiguity, diversification, investment, portfolio choice, robust control
|
|
|
|
|
|
|
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
|
| Posted: |
|
19 Mar 09
|
|
Last Revised:
|
|
16 Sep 09
|
|
412
|
13
|
|
| |
|
| |
Investment, portfolio choice, ambiguity, robust control
|
|
|
|
|
|
|
Boyle, Phelim P.
Wilfrid Laurier University - School of Business & Economics Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Uppal , Raman
EDHEC Business School Wang, Tan
University of British Columbia (UBC) - Division of Finance
|
| Posted: |
|
16 Feb 09
|
|
Last Revised:
|
|
16 Sep 09
|
|
294
|
13
|
|
| |
|
| |
Investment, portfolio choice, ambiguity, robust control
|
|
|
|
|
|
2.
|
|
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
|
Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
Posted:
|
|
24 Feb 05
|
|
Last Revised:
|
|
29 Jul 10
|
|
473
(27,376)
|
80
|
|
|
|
|
Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
0
|
|
|
| |
|
| |
|
|
|
|
|
|
|
Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
24
|
80
|
|
| |
|
| |
Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness
|
|
|
|
|
|
|
Garlappi, Lorenzo
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
449
|
80
|
|
| |
|
| |
Portfolio choice, asset allocation, estimation
|
|
|
|
|
|
3.
|
|
|
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences Wang, Tan
University of British Columbia (UBC) - Division of Finance Lazrak, Ali
University of British Columbia Sauder School of Business
|
|
460
(28,413)
|
6
|
|
| |
|
| |
Sharpe Ratio, Performance Measures, Money Managers
|
|
|
4.
|
|
Model Misspecification and Under-Diversification
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
Posted:
|
|
16 Dec 01
|
|
Last Revised:
|
|
16 Sep 09
|
|
382
(36,029)
|
23
|
|
|
|
|
Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
20
|
23
|
|
| |
|
| |
Portfolio choice, uncertainty, ambiguity, robust control
|
|
|
|
|
|
|
Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
362
|
23
|
|
| |
|
| |
|
|
|
|
|
|
5.
|
|
|
Liu, Jun
University of California, San Diego (UCSD) - Rady School of Management Wang, Tan
University of British Columbia (UBC) - Division of Finance Pan, Jun
Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
|
|
320
(44,620)
|
77
|
|
| |
|
| |
|
|
|
6.
|
|
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Li, Kai
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Cheung, Yan-Leung
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences Jiang, Ping
School of International Trade and Economics, University of International Business and Economics
|
|
Posted:
|
|
17 Mar 10
|
|
Last Revised:
|
|
07 Jun 12
|
|
260
(56,695)
|
9
|
|
|
|
|
Li, Kai
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Cheung, Yan-Leung
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences Jiang, Ping
School of International Trade and Economics, University of International Business and Economics
|
|
57
|
9
|
|
| |
|
| |
bargaining power, compensation ratio, price impact, risk sharing, share issue privatization
|
|
|
|
|
|
|
Li, Kai
University of British Columbia (UBC) - Sauder School of Business Wang, Tan
University of British Columbia (UBC) - Division of Finance Cheung, Yan-Leung
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences Jiang, Ping
School of International Trade and Economics, University of International Business and Economics
|
| Posted: |
|
17 Mar 10
|
|
Last Revised:
|
|
07 Jun 12
|
|
203
|
9
|
|
| |
|
| |
bargaining power, compensation ratio, price impact, risk sharing, share issue privatization
|
|
|
|
|
|
7.
|
|
|
Cao, H. Henry
University of North Carolina (UNC) at Chapel Hill - Finance Area Zhang, Harold H.
University of Texas at Dallas - Naveen Jindal School of Management Wang, Tan
University of British Columbia (UBC) - Division of Finance
|
|
175
(85,469)
|
46
|
|
| |
|
| |
|
|
|
8.
|
|
|
Soumaré, Issouf
Laval University Wang, Tan
University of British Columbia (UBC) - Division of Finance
|
| Posted: |
|
04 Mar 05
|
|
Last Revised:
|
|
16 Sep 09
|
|
54
(193,431)
|
2
|
|
| |
|
| |
Investment Restrictions, Incomplete Markets, International Asset Pricing
|
|
|
9.
|
|
|
Dumas, Bernard
INSEAD Wang, Tan
University of British Columbia (UBC) - Division of Finance Uppal , Raman
EDHEC Business School
|
|
36
(228,363)
|
11
|
|
| |
|
| |
|
|
|
10.
|
|
|
Wang, Tan
University of British Columbia (UBC) - Division of Finance Wirjanto, Tony S.
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
|
|
|
|
|
| |
|
| |
Migration, Optimal stopping time, Risk aversion, Uncertainty
|
|
|
11.
|
|
|
Wang, Tan
University of British Columbia (UBC) - Division of Finance Wirjanto, Tony S.
University of Waterloo, School of Accounting & Finance and Department of Statistics & Actuarial Science
|
|
|
|
|
| |
|
| |
Unemployment insurance, income, utility function, Brownian motions, search, waiting, exit, continuation region
|
|
