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Efficient intertemporal allocations with recursive utility
Dumas, Bernard; Uppal, Raman; Wang, Tan - 1998
Persistent link: https://www.econbiz.de/10000986486
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Efficient intertemporal allocations with recursive utility
Dumas, Bernard; Uppal, Raman; Wang, Tan - 1997
Persistent link: https://www.econbiz.de/10000987025
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Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G. - In: Journal of economic theory 67 (1995) 1, pp. 40-82
Persistent link: https://www.econbiz.de/10001189113
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Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G. - In: Econometrica : journal of the Econometric Society, an … 62 (1994) 2, pp. 283-322
Persistent link: https://www.econbiz.de/10001169519
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Uncertainty, risk-neutral measures and security price booms and crashes
Epstein, Larry G.; Wang, Tan - 1994
Persistent link: https://www.econbiz.de/10000891363
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Intertemporal asset pricing under Knightian uncertainty
Epstein, Larry G.; Wang, Tan - 1992
Persistent link: https://www.econbiz.de/10000868003
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An equilibrium model of rare event premia
Liu, Jun (contributor); Pan, Jun (contributor);  … - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714111
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A simple theory of asset pricing under model uncertainty
Kogan, Leonid (contributor); Wang, Tan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001714112
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Pricing of new securities in an incomplete market : the catch 22 of no-arbitrage pricing
Boyle, Phelim P.; Wang, Tan - In: Mathematical finance : an international journal of … 11 (2001) 3, pp. 267-284
Persistent link: https://www.econbiz.de/10001651136
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Model misspecification and under-diversification
Uppal, Raman (contributor); Wang, Tan (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001700283