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ECONIS (ZBW)
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Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10003023172
Saved in:
2
Keynes meets Markowitz : the trade-off between familiarity and diversification
Boyle, Phelim P.
;
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2010
Persistent link: https://www.econbiz.de/10003948898
Saved in:
3
Portfolio selection with parameter and model uncertainty : a multi-prior approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
-
2005
Persistent link: https://www.econbiz.de/10002863194
Saved in:
4
How rational are the option prices of the Hong Kong dollar exchange rate?
Drapeau, Samuel
;
Wang, Tan
;
Wang, Tao
- In:
The journal of derivatives : JOD
28
(
2021
)
3
,
pp. 140-161
Persistent link: https://www.econbiz.de/10012486035
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5
Model misspecification and under-diversification
Uppal, Raman
-
2002
Persistent link: https://www.econbiz.de/10013423894
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6
Large-scale inventory optimization : a recurrent neural networks–inspired simulation approach
Wang, Tan
;
Hong, L. Jeff
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
1
,
pp. 196-215
Persistent link: https://www.econbiz.de/10014327400
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7
Robust Product Line Design by Protecting the Downside While Minding the Upside
Wang, Tan
;
Gutierrez, Genaro
- In:
Production and Operations Management
31
(
2021
)
1
,
pp. 194-217
Persistent link: https://www.econbiz.de/10012636599
Saved in:
8
Robust product line design by protecting the downside while minding the upside
Wang, Tan
;
Gutierrez, Genaro J.
- In:
Production and operations management : the flagship …
31
(
2022
)
1
,
pp. 194-217
Persistent link: https://www.econbiz.de/10013163843
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9
Lp-Frechet Differentiable Preference and Local Utility Analysis
TAN, WANG
- In:
Journal of Economic Theory
61
(
1993
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10005153408
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10
Uncertainty, Risk-Neutral Measures and Security Price Booms and Crashes
Epstein Larry G.
;
Tan, Wang
- In:
Journal of Economic Theory
67
(
1995
)
1
,
pp. 40-82
Persistent link: https://www.econbiz.de/10005159450
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