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The review of financial studies
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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
Saved in:
2
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
Saved in:
3
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:
4
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
Saved in:
5
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:
6
Robust Stochastic Discount Factors
Boyle, Phelim
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1077-1122
Persistent link: https://www.econbiz.de/10008055483
Saved in:
7
Robust Stochastic Discount Factors
Boyle, Phelim
;
Feng, Shui
;
Tian, Weidong
;
Wang, Tan
- In:
The review of financial studies
21
(
2013
)
3
,
pp. 1077-1076
Persistent link: https://www.econbiz.de/10010113790
Saved in:
8
Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach
Garlappi, Lorenzo
;
Uppal, Raman
;
Wang, Tan
- In:
The review of financial studies
20
(
2013
)
1
,
pp. 41-40
Persistent link: https://www.econbiz.de/10010113812
Saved in:
9
Privatization and Risk Sharing: Evidence from the Split Share Structure Reform in China
Li, Kai
;
Wang, Tan
;
Cheung, Yan-Leung
;
Jiang, Ping
- In:
The review of financial studies
24
(
2013
)
7
,
pp. 2499-2498
Persistent link: https://www.econbiz.de/10010113864
Saved in:
10
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
(
2013
)
1
,
pp. 131-130
Persistent link: https://www.econbiz.de/10010114463
Saved in:
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