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Tan Wang
BSc (CUEB), MSc (Chinese Academy of Science), MA PhD (Toronto)
Peter Lusztig Professor in Finance
Professor
| Office:
| Henry Angus 852 | | Phone:
| +1-604-822-9414 | | Fax:
| +1-604-822-4695 | | Email:
| <
tan.wang at sauder.ubc.ca
> |
University of British Columbia
Sauder School of Business
2053 Main Mall, Vancouver BC, V6T 1Z2
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Personal Homepage
Research Interests
Current Research Interests include Intertemporal Asset Pricing Theory, Decision under Uncertainty, and Investment
Selected Publications
Phelim Boyle,
Shui Feng,
Weidong Tian,
and Tan Wang
“Robust Stochastic Discount Factors”
Review of Financial Studies, forthcoming
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Dimitri Vayanos
and Tan Wang
“Search and Endogenous Concentration of Liquidity in Asset Markets”
Journal of Economic Theory, forthcoming
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Lorenzo Garlappi,
Raman Uppal,
and Tan Wang
“Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach”
Review of Financial Studies, Vol. 20, 2007, pp.41-81
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H. Henry Cao,
Tan Wang,
and Harold H. Zhang
“Model Uncertainty, Limited Market Participation, and Asset Prices”
Review of Financial Studies, Vol.18, 2005, 1219 - 1251.
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Jun Liu,
Jun Pan,
and Tan Wang
“An Equilibrium Model of Rare-Event Premia and Its Implication for Option Smirks”
Review of Financial Studies, Vol.18, 2005, 131 - 164.
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Tan Wang
and T. Wirjanto
“The Role of Risk Aversion and Uncertainty in an Individual's Migration Decision”
Stochastic Models, Vol. 20, 2004, 129-147.
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Raman Uppal
and Tan Wang
“Model Misspecification and Under Diversification”
Journal of Finance, Vol.58, 2003, 2465-2486.
Working Papers
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Jaksa Cvitanic,
Ali Lazrak,
and Tan Wang
“The Implications of Sharpe ratio as a Performance Measure in a Multi-Period Setting” (2007)
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Tan Wang
“A Class of Multi-Prior Preferences” (2003)
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Leonid Kogan
and Tan Wang
“A Simple Theory of Asset Pricing Under Model Uncertainty” (2002)
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