Overview
Tan Wang is a financial economist (Sauder School of Business, University of British Columbia), working on decision theory under uncertainty, ambiguity, and asset pricing.
Key Contributions / Features
- Multi-prior portfolio choice (Garlappi-Uppal-Wang 2007): ambiguity-averse mean-variance optimization robust to parameter and model uncertainty.
- Work on the axiomatics and dynamics of ambiguity/Knightian uncertainty and on recursive multiple-priors utility in asset pricing.
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