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

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

12

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Top 1,170

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142

CROSSREF CITATIONS

781

Scholarly Papers (12)

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1.

Keynes Meets Markowitz: The Tradeoff Between Familiarity and Diversification

Downloads 884 ( 28,045)
Citation 56

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 502 (58,900)
Citation 10

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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 375 (83,817)
Citation 10

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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 (670,341)
Citation 3
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ambiguity, diversification, investment, portfolio choice, robust control

2.

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

Downloads 631 ( 44,508)
Citation 161

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 607 (46,183)
Citation 9

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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 (548,865)
Citation 17
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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

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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 509 (58,541)
Citation 3

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Sharpe Ratio, Performance Measures, Money Managers

4.

Model Misspecification and Under-Diversification

Downloads 453 ( 67,635)
Citation 121

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 433 (70,772)
Citation 11

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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 (575,928)
Citation 8
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Portfolio choice, uncertainty, ambiguity, robust control

5.

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

Downloads 393 ( 80,071)
Citation 62

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 297 (109,193)
Citation 1

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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 96 (293,405)
Citation 9

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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 Shanghai Jiao Tong University (SJTU) - Shanghai Advanced Institute of Finance (SAIF)
Downloads 348 (92,172)
Citation 6

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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 193 (168,420)
Citation 32

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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 74 (341,163)
Citation 5

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Investment Restrictions, Incomplete Markets, International Asset Pricing

9.

Seasonally Varying Preferences: Theoretical Foundations for an Empirical Regularity

Downloads 65 (365,913)

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 65 (370,571)
Citation 9

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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

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10.

Efficient Intertemporal Allocations with Recursive Utility

NBER Working Paper No. t0231
Number of pages: 33 Posted: 26 Aug 2000 Last Revised: 21 Aug 2010
Bernard Dumas, Tan Wang and Raman Uppal
INSEAD, University of British Columbia (UBC) - Division of Finance and EDHEC Business School
Downloads 50 (414,430)
Citation 7

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11.

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 University of Waterloo - School of Accounting and Finance

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Migration, Optimal stopping time, Risk aversion, Uncertainty

12.

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 University of Waterloo - School of Accounting and Finance

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