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Tan Wang

University of British Columbia (UBC) - Division of Finance

Assistant Professor

2053 Main Mall

Vancouver, BC V6T 1Z2

Canada

China Academy of Financial Research (CAFR)

1954 Huashan Road

Shanghai P.R.China, 200030

China

  • University of British Columbia (UBC) - Division of Finance

    • Email
    • Tel: 604-822-9414
    • Fax: 604-822-8521
SCHOLARLY PAPERS

12

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3,309

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281

Scholarly Papers (12)

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1.

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

Downloads 828 ( 22,634)
Citation 18

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

AFA 2010 Atlanta Meetings Paper
Number of pages: 44 Posted: 19 Mar 2009 Last Revised: 16 Sep 2009
Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Downloads 473 (47,542)
Citation 17

Abstract:

Investment, portfolio choice, ambiguity, robust control

Keynes Meets Markowitz: The Tradeoff between Familiarity and Diversification

EFA 2009 Bergen Meetings Paper
Number of pages: 44 Posted: 16 Feb 2009 Last Revised: 16 Sep 2009
Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Downloads 348 (69,055)
Citation 17

Abstract:

Investment, portfolio choice, ambiguity, robust control

Keynes Meets Markowitz: The Trade-Off between Familiarity and Diversification

CEPR Discussion Paper No. DP7687
Number of pages: 45 Posted: 01 Mar 2010
Phelim P. Boyle, Lorenzo Garlappi, Raman Uppal and Tan Wang
Wilfrid Laurier University - School of Business & Economics, University of British Columbia (UBC) - Sauder School of Business, EDHEC Business School and University of British Columbia (UBC) - Division of Finance
Downloads 7 (532,825)
Citation 18

Abstract:

ambiguity, diversification, investment, portfolio choice, robust control

2.

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

Downloads 524 ( 42,244)
Citation 78

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

EFA 2005 Moscow Meetings Paper, Sauder School of Business Working Paper
Number of pages: 52 Posted: 24 Feb 2005
Lorenzo Garlappi, Tan Wang and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 500 (44,309)
Citation 78

Abstract:

Portfolio choice, asset allocation, estimation

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

CEPR Discussion Paper No. 5148
Number of pages: 47 Posted: 17 Aug 2005
Lorenzo Garlappi, Tan Wang and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 24 (436,014)
Citation 78

Abstract:

Portfolio choice, asset allocation, estimation error, uncertainty, ambiguity, robustness

Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach

The Review of Financial Studies, Vol. 20, Issue 1, pp. 41-81, 2007
Posted: 29 Feb 2008
Lorenzo Garlappi, Tan Wang and Raman Uppal
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance and EDHEC Business School

Abstract:

3.

Implications of Sharpe Ratio as a Performance Measure in Multi-Period Settings

Number of pages: 35 Posted: 12 Feb 2007
Jaksa Cvitanic, Tan Wang and Ali Lazrak
California Institute of Technology - Division of the Humanities and Social Sciences, University of British Columbia (UBC) - Division of Finance and University of British Columbia Sauder School of Business
Downloads 477 (46,024)
Citation 5

Abstract:

Sharpe Ratio, Performance Measures, Money Managers

4.

Model Misspecification and Under-Diversification

Downloads 432 ( 53,788)
Citation 23

Model Misspecification and Under-Diversification

EFA 2002 Berlin Meetings Presented Paper, Sauder School of Business Working Paper
Number of pages: 31 Posted: 16 Dec 2001
Tan Wang and Raman Uppal
University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 412 (56,469)
Citation 23

Abstract:

Model Misspecification and Under-Diversification

CEPR Discussion Paper No. 3304
Number of pages: 33 Posted: 09 May 2002
Tan Wang and Raman Uppal
University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 20 (458,928)
Citation 23

Abstract:

Portfolio choice, uncertainty, ambiguity, robust control

5.

Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China

Downloads 355 ( 68,079)
Citation 11

Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China

Review of Financial Studies, Forthcoming
Number of pages: 40 Posted: 17 Mar 2010 Last Revised: 07 Jun 2012
Kai Li, Tan Wang, Yan-Leung Cheung and Ping Jiang
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance, Hong Kong Institute of Education and School of International Trade and Economics, University of International Business and Economics
Downloads 264 (94,474)
Citation 11

Abstract:

bargaining power, compensation ratio, price impact, risk sharing, share issue privatization

Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China

Number of pages: 43 Posted: 18 May 2011
Kai Li, Tan Wang, Yan-Leung Cheung and Ping Jiang
University of British Columbia (UBC) - Sauder School of Business, University of British Columbia (UBC) - Division of Finance, Hong Kong Institute of Education and School of International Trade and Economics, University of International Business and Economics
Downloads 91 (237,660)
Citation 11

Abstract:

bargaining power, compensation ratio, price impact, risk sharing, share issue privatization

6.

An Equilibrium Model of Rare Event Premia

MIT Sloan Working Paper No. 4370-02; AFA 2003 Washington, DC Meetings, Sauder School of Business Working Paper
Number of pages: 22 Posted: 31 May 2002
Jun Liu, Tan Wang and Jun Pan
University of California, San Diego (UCSD) - Rady School of Management, University of British Columbia (UBC) - Division of Finance and Massachusetts Institute of Technology (MIT) - Economics, Finance, Accounting (EFA)
Downloads 327 (72,069)
Citation 81

Abstract:

7.

Model Uncertainty, Limited Market Participation and Asset Prices

EFA 2003 Annual Conference Paper No. 94, Sauder School of Business Working Paper
Number of pages: 48 Posted: 23 Jul 2003
H. Henry Cao, Harold H. Zhang and Tan Wang
University of North Carolina (UNC) at Chapel Hill - Finance Area, University of Texas at Dallas - Naveen Jindal School of Management and University of British Columbia (UBC) - Division of Finance
Downloads 181 (135,055)
Citation 48

Abstract:

8.

International Risk Sharing, Investment Restrictions and Asset Prices

Number of pages: 47 Posted: 04 Mar 2005 Last Revised: 16 Sep 2009
Issouf Soumaré and Tan Wang
Laval University and University of British Columbia (UBC) - Division of Finance
Downloads 58 (292,221)
Citation 2

Abstract:

Investment Restrictions, Incomplete Markets, International Asset Pricing

9.

Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity

Downloads 50 (326,786)
Citation 3

Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity

AFA 2012 Chicago Meetings Paper
Number of pages: 61 Posted: 23 Mar 2011 Last Revised: 31 Jan 2014
Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi and Tan Wang
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance
Downloads 50 (332,087)
Citation 3

Abstract:

Time-varying preferences, time-varying expected returns, stock returns, SAD, Treasury-bill returns, equity premium

Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity

Review of Asset Pricing Studies, Vol. 4, No. 1, pp. 39-77, 2014
Posted: 16 May 2014 Last Revised: 20 May 2014
Mark J. Kamstra, Lisa A. Kramer, Maurice D. Levi and Tan Wang
York University - Schulich School of Business, University of Toronto - Rotman School of Management, University of British Columbia (UBC) - Sauder School of Business and University of British Columbia (UBC) - Division of Finance

Abstract:

10.

Efficient Intertemporal Allocations with Recursive Utility

NBER Working Paper No. t0231
Number of pages: 33 Posted: 26 Aug 2000
Bernard Dumas, Tan Wang and Raman Uppal
INSEAD, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 39 (344,947)
Citation 12

Abstract:

11.

Uncertainty, Unemployment Insurance, Individual's Optimal Stopping Time and Duration of Unemployment

Posted: 31 Mar 2013
Tan Wang and Tony S. Wirjanto
University of British Columbia (UBC) - Division of Finance and Department of Statistics & Actuarial Science and School of Accounting & Finance, University of Waterloo,

Abstract:

Unemployment insurance, income, utility function, Brownian motions, search, waiting, exit, continuation region

12.

The Role of Risk and Risk Aversion in an Individual's Migration Decision

Stachastic Models, Vol. 20, No. 2, pp. 129-147, 2004
Posted: 31 Mar 2013
Tan Wang and Tony S. Wirjanto
University of British Columbia (UBC) - Division of Finance and Department of Statistics & Actuarial Science and School of Accounting & Finance, University of Waterloo,

Abstract:

Migration, Optimal stopping time, Risk aversion, Uncertainty

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