.
Wang, Neng's
Scholarly Papers
Click on the title of any column to sort the table by that
column.
Aggregate Statistics
Total 8,850
Total Citations 282
1.
Market Timing, Investment, and Risk Management
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Bolton, Patrick Columbia Business School - Department of Economics
Chen, Hui Massachusetts Institute of Technology
Wang, Neng Columbia Business School - Finance and Economics
Posted:
16 Mar 10
Last Revised:
29 Mar 12
1,109(7,812)
10
Bolton, Patrick Columbia Business School - Department of Economics
Chen, Hui Massachusetts Institute of Technology
Wang, Neng Columbia Business School - Finance and Economics
17
10
Bolton, Patrick Columbia Business School - Department of Economics
Chen, Hui Massachusetts Institute of Technology
Wang, Neng Columbia Business School - Finance and Economics
Posted:
16 Mar 10
Last Revised:
29 Mar 12
1,092
10
risk management, liquidity, financial crisis, market timing, investment, q theory
2.
Agency Conflicts, Investment, and Asset Pricing
|
Show Abstracts |
Hide Abstracts |
Versions (4)
|
hide multiple versions |
Export Bibliographic Info |
Albuquerque, Rui A. Boston University - School of Management
Wang, Neng Columbia Business School - Finance and Economics
Posted:
31 Dec 04
Last Revised:
27 Mar 12
895(11,027)
32
Albuquerque, Rui A. Boston University - School of Management
Wang, Neng Columbia Business School - Finance and Economics
Posted:
06 May 09
Last Revised:
27 Mar 12
92
32
Albuquerque, Rui A. Boston University - School of Management
Wang, Neng Columbia Business School - Finance and Economics
17
32
Albuquerque, Rui A. Boston University - School of Management
Wang, Neng Columbia Business School - Finance and Economics
24
32
Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment
Albuquerque, Rui A. Boston University - School of Management
Wang, Neng Columbia Business School - Finance and Economics
762
32
Asset prices, heterogeneous agents, agency, corporate governance, investor protection, volatility, overinvestment
3.
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
877(11,377)
1
Real Options, Agency Costs, Hidden Information, Hidden Action, Investment Timing
4.
A Unified Theory of Tobin's Q, Corporate Investment, Financing, and Risk Management
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Bolton, Patrick Columbia Business School - Department of Economics
Chen, Hui Massachusetts Institute of Technology
Wang, Neng Columbia Business School - Finance and Economics
Posted:
19 Mar 09
Last Revised:
12 Jul 11
780(13,659)
33
Bolton, Patrick Columbia Business School - Department of Economics
Chen, Hui Massachusetts Institute of Technology
Wang, Neng Columbia Business School - Finance and Economics
138
33
Bolton, Patrick Columbia Business School - Department of Economics
Chen, Hui Massachusetts Institute of Technology
Wang, Neng Columbia Business School - Finance and Economics
Posted:
19 Mar 09
Last Revised:
12 Jul 11
642
33
investment, q theory, cash management, liquidity, hedging, payout, financing
5.
Morellec, Erwan Ecole Polytechnique Fédérale de Lausanne
Wang, Neng Columbia Business School - Finance and Economics
780(13,659)
private benefits of control, investment policy, financing policy
6.
Investment Timing, Agency, and Information
|
Show Abstracts |
Hide Abstracts |
Versions (3)
|
hide multiple versions |
Export Bibliographic Info |
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
Posted:
04 Sep 03
Last Revised:
31 Aug 11
616(19,265)
22
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
0
Real options, investment timing, contracting, agency
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
28
22
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
588
22
real options, capital budgeting, agency cost, hidden information, hidden action, investment timing
7.
Sundaresan, Suresh M. Columbia Business School - Finance and Economics
Wang, Neng Columbia Business School - Finance and Economics
549(22,495)
18
Endogenous default, leverage, real options, debt overhang, debt seniority
8.
Entrepreneurial Finance and Non-Diversifiable Risk
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Chen, Hui Massachusetts Institute of Technology
Miao, Jianjun Boston University - Department of Economics
Wang, Neng Columbia Business School - Finance and Economics
Posted:
27 Mar 09
Last Revised:
29 Jul 10
482(26,768)
8
Chen, Hui Massachusetts Institute of Technology
Miao, Jianjun Boston University - Department of Economics
Wang, Neng Columbia Business School - Finance and Economics
27
8
Chen, Hui Massachusetts Institute of Technology
Miao, Jianjun Boston University - Department of Economics
Wang, Neng Columbia Business School - Finance and Economics
Posted:
27 Mar 09
Last Revised:
07 Jul 10
455
8
default, diversification benefits, entrepreneurial risk aversion, incomplete markets, idiosyncratic risk premium, hedging, capital structure, cash-out option, precautionary saving
9.
Valuing Private Equity
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Sorensen, Morten Columbia Business School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
03 Oct 12
Last Revised:
27 Nov 12
167(44,219)
2
Sorensen, Morten Columbia Business School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
67
2
Private equity, LP portfolio choice, certainty-equivalent valuation, incomplete markets, illiquidity, non-diversiable risk, alpha, GP compensation, management fees, carried interest
Sorensen, Morten Columbia Business School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
100
2
Private equity, alternative investments, illiquidity, portfolio choice, asset allocation, management fees, carried interest, incomplete markets
10.
Investment Under Uncertainty and Time-Inconsistent Preferences
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
Posted:
05 Aug 05
Last Revised:
31 Aug 11
306(47,096)
12
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
25
12
Grenadier, Steven R. Stanford Graduate School of Business
Wang, Neng Columbia Business School - Finance and Economics
281
12
irreversible investment, hyperbolic discounting, time inconsistency, real options
11.
Risk, Uncertainty, and Option Exercise
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Wang, Neng Columbia Business School - Finance and Economics
Miao, Jianjun Boston University - Department of Economics
Posted:
15 Oct 04
Last Revised:
26 Oct 11
272(53,967)
10
Wang, Neng Columbia Business School - Finance and Economics
Miao, Jianjun Boston University - Department of Economics
28
10
Wang, Neng Columbia Business School - Finance and Economics
Miao, Jianjun Boston University - Department of Economics
244
10
Ambiguity, multiple-priors utility, real options, optimal stopping problem
12.
Lan, Yingcong Cornerstone Research - New York Office
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
20 Mar 12
Last Revised:
21 Sep 12
256(57,713)
2
assets under management (AUM), high-water mark (HWM), alpha, management fees, incentive fees, conflicts of interest, agency, liquidation option, redemption, drawdown, managerial ownership, money flow, margin requirement, risk seeking
13.
Wang, Neng Columbia Business School - Finance and Economics
Miao, Jianjun Boston University - Department of Economics
255(57,959)
2
real options, learning, private firm value, survival, precautionary savings, incomplete markets
14.
Investment, Consumption, and Hedging Under Incomplete Markets
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Wang, Neng Columbia Business School - Finance and Economics
Miao, Jianjun Boston University - Department of Economics
Posted:
04 Aug 05
Last Revised:
31 Aug 11
233(63,939)
36
Wang, Neng Columbia Business School - Finance and Economics
Miao, Jianjun Boston University - Department of Economics
22
36
Miao, Jianjun Boston University - Department of Economics
Wang, Neng Columbia Business School - Finance and Economics
211
36
real options, idiosyncratic risk, hedging, risk aversion, precautionary saving, incomplete markets
15.
The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Lan, Yingcong Cornerstone Research - New York Office
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
04 Feb 11
Last Revised:
16 Mar 11
184(81,197)
2
Lan, Yingcong Cornerstone Research - New York Office
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
26
2
Lan, Yingcong Cornerstone Research - New York Office
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
04 Feb 11
Last Revised:
16 Mar 11
158
2
assets under management (AUM), high-water mark, alpha, management fees, incentive fees, conflicts of interest, liquidation option, managerial ownership
16.
The Economic and Policy Consequences of Catastrophes
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Pindyck, Robert S. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Neng Columbia Business School - Finance and Economics
Posted:
18 Sep 09
Last Revised:
05 Jul 10
179(83,280)
1
Pindyck, Robert S. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Neng Columbia Business School - Finance and Economics
23
1
Pindyck, Robert S. Massachusetts Institute of Technology (MIT) - Sloan School of Management
Wang, Neng Columbia Business School - Finance and Economics
156
1
Catastrophes, disasters, rare events, economic uncertainty, consumption tax, national security
17.
Wang, Neng Columbia Business School - Finance and Economics
161(91,894)
Wealth Distribution, Stochastic Life Horizon, Conditional Heteroskedasticity
18.
Miao, Jianjun Boston University - Department of Economics
Wang, Neng Columbia Business School - Finance and Economics
141(103,380)
36
Real options, risk aversion, incomplete markets, hedging, precautionary saving
19.
DeMarzo, Peter M. Stanford Graduate School of Business
Fishman, Michael J. Kellogg School of Management - Department of Finance
He, Zhiguo University of Chicago - Booth School of Business, and NBER
Wang, Neng Columbia Business School - Finance and Economics
140(103,998)
31
20.
Wang, Neng Columbia Business School - Finance and Economics
98(137,192)
4
Precautionary Savings, Permanent Income, Conditional Heteroskedasticity
21.
Wang, Neng Columbia Business School - Finance and Economics
90(145,295)
3
precautionary savings, wealth distribution, Bewley models, affine process, recursive utility, stochastic discounting
22.
Wang, Neng Columbia Business School - Finance and Economics
85(150,657)
6
Precautionary Savings, Separation Principle,
23.
Lan, Yingcong Cornerstone Research - New York Office
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
20 Mar 12
Last Revised:
20 Sep 12
75(162,771)
2
24.
Dynamics of Entrepreneurship Under Incomplete Markets
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
Wang, Chong Naval Postgraduate School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
24 Feb 11
Last Revised:
09 Nov 11
70(169,475)
2
Wang, Chong Naval Postgraduate School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
7
2
Wang, Chong Naval Postgraduate School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
Posted:
24 Feb 11
Last Revised:
09 Nov 11
63
2
idiosyncratic risk premium, hedging, liquidity constraints, precautionary saving, portfolio choice, investment, entry, exit, the q theory of investment, real options
25.
Eberly, Janice C. Northwestern University - Kellogg School of Management
Wang, Neng Columbia Business School - Finance and Economics
22(268,490)
1
26.
Wang, Chong Naval Postgraduate School
Wang, Neng Columbia Business School - Finance and Economics
Yang, Jinqiang Shanghai University of Finance and Economics
16(289,661)
27.
Wang, Neng Columbia Business School - Finance and Economics
12(303,875)
5
28.
Wang, Neng Columbia Business School - Finance and Economics
Incomplete markets, precautionary saving, Kalman filter, learning, regime switching, portfolio choice, hedging, estimation risk
29.
Wang, Neng Columbia Business School - Finance and Economics
Precautionary saving, Permanent Income, Consumption, Income fluctuation
30.
Hansen, Lars Peter University of Chicago - Department of Economics
Sargent, Thomas J. New York University (NYU) - Department of Economics, Leonard N. Stern School of Business
Wang, Neng Columbia Business School - Finance and Economics
Kalman filter, approximating model, Knightian uncertainty, robustness, equity premium, market price of uncertainty, permanent income
31.
Wang, Neng Columbia Business School - Finance and Economics
Precautionary saving, separation principle, incomplete information, Kalman filter
