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Equilibrium with new investmen...
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Equilibrium with new investment opportunities
Wang, Tan
- In:
Journal of economic dynamics & control
25
(
2001
)
11
,
pp. 1751-1773
Persistent link: https://www.econbiz.de/10001599255
Saved in:
2
Conditional preferences and updating
Wang, Tan
- In:
Journal of economic theory
108
(
2003
)
2
,
pp. 286-321
Persistent link: https://www.econbiz.de/10001759554
Saved in:
3
L p-Fréchet differentiable preference and "local utility" analysis
Wang, Tan
- In:
Journal of economic theory
61
(
1993
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10001151573
Saved in:
4
Discussion of "Asset prices, liquidity, and monetary policy in an exchange economy"
Wang, Tan
- In:
Journal of money, credit and banking : JMCB
43
(
2011
)
7
,
pp. 553-558
Persistent link: https://www.econbiz.de/10009349265
Saved in:
5
Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.
;
Wang, Tan
-
1994
Persistent link: https://www.econbiz.de/10000891363
Saved in:
6
Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.
;
Wang, Tan
-
1992
Persistent link: https://www.econbiz.de/10000868003
Saved in:
7
Implications of the Sharpe ratio as a performance measure in multi-period settings
Cvitanić, Jakša
;
Lazrak, Ali
;
Wang, Tan
- In:
Journal of economic dynamics & control
32
(
2008
)
5
,
pp. 1622-1649
Persistent link: https://www.econbiz.de/10003732541
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Universality of the Epstein-Wang type structure
Chen, Yi-chun
- In:
Games and economic behavior
68
(
2010
)
1
,
pp. 389-402
Persistent link: https://www.econbiz.de/10003929838
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