Author Page for Tianyang Wang

Enterprise Risk Management and Diversification Effects for Property and Casualty Insurance Companies

Number of pages: 37 Posted: 08 Apr 2014

Jing Ai, Vickie L. Bajtelsmit and Tianyang Wang

University of Hawaii at Manoa - Shidler College of Business, Colorado State University, Fort Collins and Colorado State University - Department of Finance & Real Estate

Downloads 320 (94,690)

Citation 2

Abstract:

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Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

Downloads 269 (114,169)

Citation 4

2

Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

Number of pages: 46 Posted: 12 Nov 2013

Jing Ai, Patrick L. Brockett and Tianyang Wang

University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management and Colorado State University - Department of Finance & Real Estate

Downloads 269 (113,603)

Citation 2

Abstract:

Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

Journal of Risk and Insurance, Vol. 84, Issue 4, pp. 1127-1169, 2017

Number of pages: 43 Posted: 05 Nov 2017

Jing Ai, Patrick L. Brockett and Tianyang Wang

University of Hawaii at Manoa - Shidler College of Business, University of Texas at Austin - Department of Information, Risk and Operations Management and Colorado State University - Department of Finance & Real Estate

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3.

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Journal of Empirical Finance, Vol. 46, 2018

Number of pages: 39 Posted: 30 Jul 2014 Last Revised: 11 Feb 2018

Hong Miao, Sanjay Ramchander, Patricia A Ryan and Tianyang Wang

Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

Downloads 110 (250,210)

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4.

Valuing Real Options in the Volatile Real World - A Generalized Implied Binomial Tree Approach

Number of pages: 38 Posted: 05 Feb 2018

Seiji Harikae, Tianyang Wang and James Dyer

University of Texas at Austin, Colorado State University - Department of Finance & Real Estate and University of Texas at Austin

Downloads 67 (339,909)

Abstract:

5.

Examination on the Flow Characteristic of Crude Oil: Evidence from the Risk-Neutral Moments

Energy Economics, Vol. 54, 2016

Number of pages: 38 Posted: 14 Feb 2015 Last Revised: 10 Feb 2018

Arjun Chatrath, Hong Miao, Sanjay Ramchander and Tianyang Wang

University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

Downloads 66 (342,556)

Citation 1

Abstract:

6.

Default Prediction Models: The Role of Forward-Looking Measures of Returns and Volatility

Journal of Empirical Finance, Vol. 46, 2018

Number of pages: 39 Posted: 30 May 2017 Last Revised: 11 Feb 2018

Hong Miao, Sanjay Ramchander, Patricia A Ryan and Tianyang Wang

Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

Downloads 65 (345,282)

Abstract:

7.

Sensitivity Analysis of Model Input Dependencies Using Copulas

Number of pages: 34 Posted: 21 Oct 2015 Last Revised: 22 Jan 2016

Tianyang Wang, James Dyer and Warren Hahn

Colorado State University - Department of Finance & Real Estate, University of Texas at Austin and University of Texas at Austin - Red McCombs School of Business

Downloads 53 (381,556)

Abstract:

8.

Reference Point Formation - Does the Market Whisper in the Background?

Number of pages: 33 Posted: 31 Aug 2017

Tianyang Wang, Sriram V. Villupuram and Robert G. Schwebach

Colorado State University - Department of Finance & Real Estate, University of Texas at Arlington - Department of Finance and Real Estate and Colorado State University, Fort Collins - College of Business

Downloads 50 (391,532)

Abstract:

9.

Robust Multi-Period Portfolio Model Based on Prospect Theory and ALMV-PSO Algorithm

Number of pages: 35 Posted: 20 Apr 2015

Jiahe Liu, Xiu Jin, Tianyang Wang and Ying Yuan

Northeastern University, China - School of Business Administration, Northeastern University, China - School of Business Administration, Colorado State University - Department of Finance & Real Estate and Northeastern University, China - School of Business Administration

Downloads 47 (401,785)

Abstract:

10.

Dynamic Hedging Performance of the CSI 300 Index Futures - The Realized Minimum-Variance Hedge Ratio Approach

Number of pages: 35 Posted: 19 Mar 2018

Hui Qu, Tianyang Wang, Yi Zhang and Pengfei Sun

Nanjing University, Colorado State University - Department of Finance & Real Estate, Nanjing University and Nanjing University

Downloads 44 (412,637)

Abstract:

11.

Life Insurer Cost of Equity with Asymmetric Risk Factors

Downloads 41 (423,901)

Citation 1

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Life Insurer Cost of Equity with Asymmetric Risk Factors

Number of pages: 37 Posted: 24 Jun 2014

Vickie L. Bajtelsmit, Sriram V. Villupuram and Tianyang Wang

Colorado State University, Fort Collins, University of Texas at Arlington - Department of Finance and Real Estate and Colorado State University - Department of Finance & Real Estate

Downloads 41 (432,741)

Abstract:

Life Insurer Cost of Equity with Asymmetric Risk Factors

Financial Review, Vol. 50, Issue 3, pp. 435-457, 2015

Number of pages: 23 Posted: 17 Jul 2015

Vickie L. Bajtelsmit, Sriram V. Villupuram and Tianyang Wang

Colorado State University, Fort Collins, University of Texas at Arlington - Department of Finance and Real Estate and Colorado State University - Department of Finance & Real Estate

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Life Insurer Cost of Equity with Asymmetric Risk Factors

V. Bajtelsmit; S. Villupuram, and T. Wang, 2015. “Life Insurer Cost of Equity with Asymmetric Risk Factors”, The Financial Review

Posted: 20 Apr 2015

Vickie L. Bajtelsmit, Sriram V. Villupuram and Tianyang Wang

Colorado State University, Fort Collins, University of Texas at Arlington - Department of Finance and Real Estate and Colorado State University - Department of Finance & Real Estate

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12.

Modeling Correlated Discrete Uncertainties in Event Trees with Copulas

Number of pages: 33 Posted: 18 Apr 2015

Tianyang Wang, James Dyer and John Sibley Butler

Colorado State University - Department of Finance & Real Estate, University of Texas at Austin and University of Texas at Austin - Red McCombs School of Business

Downloads 31 (466,403)

Abstract:

13.

The Forecasting Efficacy of Risk-Neutral Moments for Crude Oil Volatility

Chatrath, A., Miao, H., Ramchander, S., & Wang, T. (2015). The Forecasting Efficacy of Risk‐Neutral Moments for Crude Oil Volatility. Journal of Forecasting, 34(3), 177-190.

Posted: 20 Apr 2015

Arjun Chatrath, Hong Miao, Sanjay Ramchander and Tianyang Wang

University of Portland - Dr. Robert B. Pamplin, Jr. School of Business Administration, Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

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14.

The Response of Bond Prices to Insurer Ratings Changes

Miao, H., Ramchander, S., & Wang, T. (2014). The Response of Bond Prices to Insurer Ratings Changes. The Geneva Papers on Risk and Insurance-Issues and Practice, 39(2), 389-413.

Posted: 20 Apr 2015 Last Revised: 20 Oct 2015

Hong Miao, Sanjay Ramchander and Tianyang Wang

Colorado State University, Fort Collins - Department of Finance & Real Estate, Colorado State University, Fort Collins - Department of Finance & Real Estate and Colorado State University - Department of Finance & Real Estate

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15.

Valuing Multifactor Real Options Using an Implied Binomial Tree

Wang, T., & Dyer, J. S. (2010). Valuing multifactor real options using an implied binomial tree. Decision Analysis, 7(2), 185-195.

Posted: 20 Apr 2015

Tianyang Wang and James Dyer

Colorado State University - Department of Finance & Real Estate and University of Texas at Austin

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A Copulas-Based Approach to Modeling Dependence in Decision Trees

Tianyang, W., & Dyer, J. S. (2012). A Copulas-Based Approach to Modeling Dependence in Decision Trees. Operations research, (1), 225-242.

Posted: 20 Apr 2015

Tianyang Wang and James Dyer

Colorado State University - Department of Finance & Real Estate and University of Texas at Austin

Tianyang Wang

Colorado State University - Department of Finance & Real Estate

Associate Professor

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Scholarly Papers (16)

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Optimal Enterprise Risk Management and Decision Making with Shared and Dependent Risks

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Life Insurer Cost of Equity with Asymmetric Risk Factors

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