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

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Research Interests

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Current Research Interests include Intertemporal Asset Pricing Theory, Decision under Uncertainty, and Investment

Selected Publications

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Phelim Boyle, Shui Feng, Weidong Tian, and Tan Wang “Robust Stochastic Discount Factors” Review of Financial Studies, forthcoming

Dimitri Vayanos and Tan Wang “Search and Endogenous Concentration of Liquidity in Asset Markets” Journal of Economic Theory, forthcoming

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

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.

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.

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.

Raman Uppal and Tan Wang “Model Misspecification and Under Diversification” Journal of Finance, Vol.58, 2003, 2465-2486. Working Papers

Jaksa Cvitanic, Ali Lazrak, and Tan Wang “The Implications of Sharpe ratio as a Performance Measure in a Multi-Period Setting” (2007)

Tan Wang “A Class of Multi-Prior Preferences” (2003)

Leonid Kogan and Tan Wang “A Simple Theory of Asset Pricing Under Model Uncertainty” (2002)