Tan Wang

MaRDI QIDQ198569zbMATH OpenFDO

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Is 1/N investment portfolio optimal under ambiguity? Economics Letters	2025-11-21	Paper
On condition numbers in the cyclic reduction processes of a tridiagonal matrix International Journal of Computer Mathematics	2011-01-20	Paper
Implications of the Sharpe ratio as a performance measure in multi-period settings Journal of Economic Dynamics and Control	2010-01-19	Paper
Search and endogenous concentration of liquidity in asset markets Journal of Economic Theory	2007-10-26	Paper
The Role of Risk and Risk Aversion in an Individual's Migration Decision Stochastic Models	2005-01-19	Paper
Conditional preferences and updating. Journal of Economic Theory	2003-06-09	Paper
Pricing of new securities in an incomplete market: The catch 22 of no-arbitrage pricing Mathematical Finance	2001-11-26	Paper
Equilibrium with new investment opportunities Journal of Economic Dynamics and Control	2001-08-20	Paper
Efficient intertemporal allocations with recursive utility. Journal of Economic Theory	2000-12-03	Paper
"Beliefs about Beliefs" without Probabilities Econometrica	1997-01-07	Paper
Uncertainty, risk-neutral measures and security price booms and crashes Journal of Economic Theory	1996-02-06	Paper
Intertemporal Asset Pricing under Knightian Uncertainty Econometrica	1994-11-17	Paper
\(L_ p\)-Fréchet differentiable preference and ``local utility'' analysis Journal of Economic Theory	1993-11-01	Paper
The Becker-Degroot-Marschak mechanism and generalized utility theories: Theoretical predictions and empirical observations Theory and Decision	1993-08-29	Paper

Research outcomes over time

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