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Robust stochastic discount factors
Boyle, Phelim P.; Feng, Shui; Tian, Weidong; Wang, Tan - In: The review of financial studies 21 (2008) 3, pp. 1077-1122
Persistent link: https://www.econbiz.de/10003742222
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Model uncertainty, limited market participation, and asset prices
Cao, H. Henry; Wang, Tan; Zhang, Harold H. - In: The review of financial studies 18 (2005) 4, pp. 1219-1251
Persistent link: https://www.econbiz.de/10003352816
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Privatization and risk sharing : evidence from the split share structure reform in China
Li, Kai; Wang, Tan; Cheung, Stephen Y. L.; Jiang, Ping - In: The review of financial studies 24 (2011) 7, pp. 2499-2525
Persistent link: https://www.econbiz.de/10009261794
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An equilibrium model of rare-event premia and its implication for option smirks
Liu, Jun; Pan, Jun; Wang, Tan - In: The review of financial studies 18 (2005) 1, pp. 131-164
Persistent link: https://www.econbiz.de/10002646671
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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo; Uppal, Raman; Wang, Tan - In: The review of financial studies 20 (2007) 1, pp. 41-81
Persistent link: https://www.econbiz.de/10003403673
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Expected returns and habit persistence
Li, Yuming - In: The review of financial studies 14 (2001) 3, pp. 861-899
Persistent link: https://www.econbiz.de/10001602981
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Social proximity to capital : implications for investors and firms
Kuchler, Theresa; Li, Yan; Peng, Lin; Stroebel, Johannes; … - In: The review of financial studies 35 (2022) 6, pp. 2743-2789
Persistent link: https://www.econbiz.de/10013254012