Neng Wang
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Wikipedia or ReplicationWiki mentions
(Only mentions on Wikipedia that link back to a page on a RePEc service)- Robert S. Pindyck & Neng Wang, 2013.
"The Economic and Policy Consequences of Catastrophes,"
American Economic Journal: Economic Policy, American Economic Association, vol. 5(4), pages 306-339, November.
- Robert S. Pindyck & Neng Wang, 2009. "The Economic and Policy Consequences of Catastrophes," NBER Working Papers 15373, National Bureau of Economic Research, Inc.
- Robert S. Pindyck, 2009. "The Economic and Policy Consequences of Catastrophes," Working Papers 0912, Massachusetts Institute of Technology, Center for Energy and Environmental Policy Research.
Mentioned in:
Working papers
- Min Dai & Zhaoli Jiang & Neng Wang, 2022.
"Strategic Investment under Uncertainty with First- and Second-mover Advantages,"
NBER Working Papers
30150, National Bureau of Economic Research, Inc.
Cited by:
- Emmanuel Petrakis & Panagiotis Skartados, 2022. "First-mover advantage reversals under passive cross forward ownership in vertically related markets," Economic Theory Bulletin, Springer;Society for the Advancement of Economic Theory (SAET), vol. 10(2), pages 303-311, October.
- Wei Jiang & Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2022.
"A p Theory of Taxes and Debt Management,"
NBER Working Papers
29931, National Bureau of Economic Research, Inc.
Cited by:
- Dimakopoulou, Vasiliki & Economides, George & Philippopoulos, Apostolis & Vassilatos, Vanghelis, 2024.
"Can central banks do the unpleasant job that governments should do?,"
European Economic Review, Elsevier, vol. 165(C).
- Vasiliki Dimakopoulou & George Economides & Apostolis Philippopoulos & Vanghelis Vassilatos, 2023. "Can Central Banks Do the Unpleasant Job That Governments Should Do?," CESifo Working Paper Series 10603, CESifo.
- Vasiliki Dimakopoulou & George Economides & Apostolis Philippopoulos & Vanghelis Vassilatos, 2023. "Can central banks do the unpleasant job that governments should do?," Working Papers 324, Bank of Greece.
- Dimakopoulou, Vasiliki & Economides, George & Philippopoulos, Apostolis & Vassilatos, Vanghelis, 2024.
"Can central banks do the unpleasant job that governments should do?,"
European Economic Review, Elsevier, vol. 165(C).
- Thomas J. Sargent & Neng Wang & Jinqiang Yang, 2021.
"Stochastic Earnings Growth and Equilibrium Wealth Distributions,"
NBER Working Papers
28473, National Bureau of Economic Research, Inc.
Cited by:
- Dirk Krueger & Fulin Li & Harald Uhlig, 2024.
"Neoclassical Growth Transition Dynamics with One-Sided Commitment,"
NBER Working Papers
32880, National Bureau of Economic Research, Inc.
- Dirk Krueger & Fulin Li & Harald Uhlig, 2024. "Neoclassical Growth Transition Dynamics with One-Sided Commitment," PIER Working Paper Archive 24-020, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- James B. Bullard & Riccardo DiCecio & Aarti Singh & Jacek Suda, 2023.
"Optimal Macroeconomic Policies in a Heterogeneous World,"
Speech
96444, Federal Reserve Bank of St. Louis.
- James Bullard & Aarti Singh & Jacek Suda, 2024. "Optimal Macroeconomic Policies in a Heterogeneous World," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(3), pages 991-1041, September.
- Dirk Krueger & Harald Uhlig, 2024.
"Neoclassical Growth with Limited Commitment,"
PIER Working Paper Archive
24-021, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Dirk Krueger & Harald Uhlig, 2024. "Neoclassical Growth with Limited Commitment," PIER Working Paper Archive 22-023, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Krueger, Dirk & Uhlig, Harald, 2022. "Neoclassical Growth with Limited Commitment," CEPR Discussion Papers 17757, C.E.P.R. Discussion Papers.
- Dirk Krueger & Harald Uhlig, 2022. "Neoclassical Growth with Limited Commitment," NBER Working Papers 30518, National Bureau of Economic Research, Inc.
- Sergio Rebelo & Neng Wang & Jinqiang Yang, 2022. "Rare Disasters, Financial Development, and Sovereign Debt," Journal of Finance, American Finance Association, vol. 77(5), pages 2719-2764, October.
- Serrano, Rafael, 2023. "Climbing the income ladder: Search and investment in a regime-switching affine income model," Finance Research Letters, Elsevier, vol. 58(PA).
- Krueger, Dirk & Uhlig, Harald, 2023. "Neoclassical growth with long-term one-sided commitment contracts," CFS Working Paper Series 698, Center for Financial Studies (CFS).
- Dirk Krueger & Fulin Li & Harald Uhlig, 2024.
"Neoclassical Growth Transition Dynamics with One-Sided Commitment,"
NBER Working Papers
32880, National Bureau of Economic Research, Inc.
- Harrison Hong & Neng Wang & Jinqiang Yang, 2021.
"Welfare Consequences of Sustainable Finance,"
NBER Working Papers
28595, National Bureau of Economic Research, Inc.
Cited by:
- Clemens Fuest & Volker Meier, 2022.
"Sustainable Finance and Climate Change: Wasteful but a Political Commitment Device?,"
CESifo Working Paper Series
9537, CESifo.
- Fuest, Clemens & Meier, Volker, 2023. "Sustainable finance and climate change: Wasteful but a political commitment device?," Journal of Environmental Economics and Management, Elsevier, vol. 118(C).
- Emilio Barucci & Daniele Marazzina & Aldo Nassigh, 2025. "Sovereign Debt Default and Climate Risk," Papers 2501.11552, arXiv.org.
- Stefano Giglio & Matteo Maggiori & Johannes Stroebel & Zhenhao Tan & Stephen Utkus & Xiao Xu, 2023.
"Four Facts About ESG Beliefs and Investor Portfolios,"
NBER Working Papers
31114, National Bureau of Economic Research, Inc.
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2025. "Four facts about ESG beliefs and investor portfolios," Journal of Financial Economics, Elsevier, vol. 164(C).
- Giglio, Stefano & Maggiori, Matteo & Stroebel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts About Esg Beliefs And Investor Portfolios," SocArXiv dcb93, Center for Open Science.
- Giglio, Stefano & Maggiori, Matteo & Ströbel, Johannes & Tan, Zhenhao & Utkus, Stephen & Xu, Xiao, 2023. "Four Facts about ESG Beliefs and Investor Portfolios," CEPR Discussion Papers 18052, C.E.P.R. Discussion Papers.
- Avis Devine & Andrew Sanderford & Chongyu Wang, 2024. "Sustainability and Private Equity Real Estate Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 68(2), pages 161-187, February.
- Po‐Hsuan Hsu & Kai Li & Chi‐Yang Tsou, 2023. "The Pollution Premium," Journal of Finance, American Finance Association, vol. 78(3), pages 1343-1392, June.
- Allen,Franklin & Barbalau,Adelina & Zeni,Federica, 2023. "Reducing Carbon using Regulatory and Financial Market Tools," Policy Research Working Paper Series 10539, The World Bank.
- Florian Heeb & Julian F Kölbel & Falko Paetzold & Stefan Zeisberger, 2023. "Do Investors Care about Impact?," The Review of Financial Studies, Society for Financial Studies, vol. 36(5), pages 1737-1787.
- Clemens Fuest & Volker Meier, 2022.
"Sustainable Finance and Climate Change: Wasteful but a Political Commitment Device?,"
CESifo Working Paper Series
9537, CESifo.
- Aifan Ling & Jianjun Miao & Neng Wang, 2021.
"Robust Financial Contracting and Investment,"
NBER Working Papers
28367, National Bureau of Economic Research, Inc.
Cited by:
- Allen, Franklin & Barbalau, Adelina, 2024. "Security design: A review," Journal of Financial Intermediation, Elsevier, vol. 60(C).
- Harrison Hong & Jeffrey D. Kubik & Neng Wang & Xiao Xu & Jinqiang Yang, 2020.
"Pandemics, Vaccines and an Earnings Damage Function,"
NBER Working Papers
27829, National Bureau of Economic Research, Inc.
Cited by:
- Joost Bats & William Greif & Daniel Kapp, 2021. "The rise in the cross-sectoral dispersion of earnings expectations during COVID-19," Working Papers 724, DNB.
- Acharya, Viral & Johnson, Timothy & Sundaresan, Suresh & Zheng, Steven, 2020.
"The Value of a Cure: An Asset Pricing Perspective,"
CEPR Discussion Papers
15558, C.E.P.R. Discussion Papers.
- Viral V. Acharya & Timothy Johnson & Suresh Sundaresan & Steven Zheng, 2020. "The Value of a Cure: An Asset Pricing Perspective," NBER Working Papers 28127, National Bureau of Economic Research, Inc.
- Le, Minh-Phuong & Chauvet, Lisa & Marouani, Mohamed Ali, 2024.
"The Great Lockdown and the Small Business: Impact, Channels and Adaptation to the Covid Pandemic,"
World Development, Elsevier, vol. 182(C).
- Minh-Phuong Le & Lisa Chauvet & Mohamed Ali Marouani, 2024. "The Great Lockdown and the Small Business: Impact, Channels and Adaptation to the Covid Pandemic," Post-Print hal-04642454, HAL.
- Minh-Phuong Le & Lisa Chauvet & Mohamed Ali Marouani, 2024. "The Great Lockdown and the Small Business: Impact, Channels and Adaptation to the Covid Pandemic," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04642454, HAL.
- Apergis, Nicholas & Lau, Chi Keung & Xu, Bing, 2023. "The impact of COVID-19 on stock market liquidity: Fresh evidence on listed Chinese firms," International Review of Financial Analysis, Elsevier, vol. 90(C).
- Chongyu Wang & Tingyu Zhou, 2023. "Face‐to‐face interactions, tenant resilience, and commercial real estate performance," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 51(6), pages 1467-1511, November.
- Bolton, Patrick & Li, Ye & Wang, Neng & Yang, Jinqiang, 2020.
"Dynamic Banking and the Value of Deposits,"
Working Paper Series
2020-13, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 26802, National Bureau of Economic Research, Inc.
- Patrick Bolton & Ye Li & Neng Wang & Jinqiang Yang, 2020. "Dynamic Banking and the Value of Deposits," NBER Working Papers 28298, National Bureau of Economic Research, Inc.
Cited by:
- Dirk Niepelt, 2020.
"Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics,"
CESifo Working Paper Series
8712, CESifo.
- Niepelt, Dirk, 2020. "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," CEPR Discussion Papers 15457, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2020. "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," Diskussionsschriften dp2018, Universitaet Bern, Departement Volkswirtschaft.
- Dirk Niepelt, 2020. "Monetary Policy with Reserves and CBDC: Optimality, Equivalence, and Politics," Working Papers 20.05, Swiss National Bank, Study Center Gerzensee.
- Gersbach, Hans & Zelzner, Sebastian, 2022.
"Why bank money creation?,"
CFS Working Paper Series
678, Center for Financial Studies (CFS).
- Gersbach, Hans & Zelzner, Sebastian, 2024. "Why Bank Money Creation?," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges 302356, Verein für Socialpolitik / German Economic Association.
- Gersbach, Hans & Zelzner, Sebastian, 2022. "Why Bank Money Creation?," CEPR Discussion Papers 17753, C.E.P.R. Discussion Papers.
- Gan, Liu & Xia, Xin & Zhang, Hai, 2022. "Debt structure and debt overhang," Journal of Corporate Finance, Elsevier, vol. 74(C).
- Althanns, Markus & Gersbach, Hans, 2023.
"The Monetary Policy Haircut Rule,"
CEPR Discussion Papers
18228, C.E.P.R. Discussion Papers.
- Althanns, Markus & Gersbach, Hans, 2023. "The Monetary Policy Haircut Rule," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277597, Verein für Socialpolitik / German Economic Association.
- Peter DeMarzo & Zhiguo He, 2016.
"Leverage Dynamics without Commitment,"
NBER Working Papers
22799, National Bureau of Economic Research, Inc.
- Peter M. Demarzo & Zhiguo He, 2021. "Leverage Dynamics without Commitment," Journal of Finance, American Finance Association, vol. 76(3), pages 1195-1250, June.
- Xia, Xin & Gan, Liu, 2021. "Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets," Economic Modelling, Elsevier, vol. 98(C), pages 349-360.
- Gianni De Nicolò & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet, 2021.
"The Long-Term Effects of Capital Requirements,"
CESifo Working Paper Series
9115, CESifo.
- Gianni De Nicolo & Nataliya Klimenko & Sebastian Pfeil & Jean-Charles Rochet, 2021. "The Long-Term Effects of Capital Requirements," Swiss Finance Institute Research Paper Series 21-52, Swiss Finance Institute.
- Niepelt, Dirk, 2023.
"Money and Banking with Reserves and CBDC,"
CEPR Discussion Papers
18444, C.E.P.R. Discussion Papers.
- Dirk Niepelt, 2024. "Money and Banking with Reserves and CBDC," Journal of Finance, American Finance Association, vol. 79(4), pages 2505-2552, August.
- Dirk Niepelt, 2022. "Money and Banking with Reserves and CBDC," Diskussionsschriften dp2212, Universitaet Bern, Departement Volkswirtschaft.
- Urban Jermann & Haotian Xiang, 2023.
"Dynamic Banking with Non-Maturing Deposits,"
NBER Working Papers
31057, National Bureau of Economic Research, Inc.
- Jermann, Urban & Xiang, Haotian, 2023. "Dynamic banking with non-maturing deposits," Journal of Economic Theory, Elsevier, vol. 209(C).
- Haufler, Andreas & Luelfesmann, Christoph, 2023.
"Voluntary Equity, Project Risk, and Capital Requirements,"
VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage"
277623, Verein für Socialpolitik / German Economic Association.
- Haufler, Andreas & Lülfesmann, Christoph, 2022. "Voluntary Equity, Project Risk, and Capital Requirements," Rationality and Competition Discussion Paper Series 357, CRC TRR 190 Rationality and Competition.
- Andreas Haufler & Christoph Lülfesmann, 2022. "Voluntary Equity, Project Risk, and Capital Requirements," CESifo Working Paper Series 9505, CESifo.
- Polina Popova & Maria Semenova & Vladimir Sokolov, 2023. "Covid-19 And Retail Depositor Strategies In Russian Regions: Whether To Withdraw And Why?," HSE Working papers WP BRP 92/FE/2023, National Research University Higher School of Economics.
- Liu Gan & Chong Wang, 2021. "Option‐for‐guarantee swaps and flexible investment opportunities," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1286-1301, December.
- Harrison Hong & Neng Wang & Jinqiang Yang, 2020.
"Mitigating Disaster Risks in the Age of Climate Change,"
NBER Working Papers
27066, National Bureau of Economic Research, Inc.
Cited by:
- Daryl Fairweather & Matthew E. Kahn & Robert D. Metcalfe & Sebastian Sandoval Olascoaga, 2024.
"Expecting Climate Change: A Nationwide Field Experiment in the Housing Market,"
NBER Working Papers
33119, National Bureau of Economic Research, Inc.
- Daryl Fairweather & Matthew Kahn & Robert Metcalfe & Sebastian Sandoval-Olascoaga, 2025. "Expecting Climate Change: A Nationwide Field Experiment in the Housing Market," Natural Field Experiments 00818, The Field Experiments Website.
- Georgii Riabov & Aleh Tsyvinski, 2021. "Policy with stochastic hysteresis," Papers 2104.10225, arXiv.org.
- Ramírez, Hugo E. & Serrano, Rafael, 2025.
"Optimal investment with insurable background risk and nonlinear portfolio allocation frictions,"
Applied Mathematics and Computation, Elsevier, vol. 485(C).
- Hugo E. Ramirez & Rafael Serrano, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Papers 2303.04236, arXiv.org.
- Ramírez, H & Serrano, R, 2023. "Optimal investment with insurable background risk and nonlinear portfolio allocation frictions," Documentos de Trabajo 20658, Universidad del Rosario.
- René Bernard & Panagiota Tzamourani & Michael Weber, 2022.
"Climate change and individual behavior,"
VfS Annual Conference 2021 (Virtual Conference): Climate Economics
242592, Verein für Socialpolitik / German Economic Association, revised 2022.
- Bernard, René & Tzamourani, Panagiota & Weber, Michael, 2022. "Climate Change and Individual Behavior," EconStor Research Reports 253548, ZBW - Leibniz Information Centre for Economics.
- Bernard, René & Tzamourani, Panagiota & Weber, Michael, 2022. "Climate change and individual behavior," Discussion Papers 01/2022, Deutsche Bundesbank.
- Toan Phan & Felipe Schwartzman, 2023. "Climate Defaults and Financial Adaptation," Working Paper 23-06, Federal Reserve Bank of Richmond.
- Matteo Benetton & Simone Emiliozzi & Elisa Guglielminetti & Michele Loberto & Alessandro Mistretta, 2022. "Do house prices reflect climate change adaptation? Evidence from the city on the water," Questioni di Economia e Finanza (Occasional Papers) 735, Bank of Italy, Economic Research and International Relations Area.
- Filippo Natoli, 2023. "The macroeconomic effects of temperature surprise shocks," Temi di discussione (Economic working papers) 1407, Bank of Italy, Economic Research and International Relations Area.
- Daryl Fairweather & Matthew E. Kahn & Robert D. Metcalfe & Sebastian Sandoval Olascoaga, 2024.
"Expecting Climate Change: A Nationwide Field Experiment in the Housing Market,"
NBER Working Papers
33119, National Bureau of Economic Research, Inc.
- Harrison Hong & Neng Wang & Jinqiang Yang, 2020.
"Implications of Stochastic Transmission Rates for Managing Pandemic Risks,"
NBER Working Papers
27218, National Bureau of Economic Research, Inc.
Cited by:
- Brodeur, Abel & Gray, David & Islam, Anik & Bhuiyan, Suraiya Jabeen, 2020.
"A Literature Review of the Economics of COVID-19,"
GLO Discussion Paper Series
601, Global Labor Organization (GLO).
- Brodeur, Abel & Gray, David M. & Islam, Anik & Bhuiyan, Suraiya Jabeen, 2020. "A Literature Review of the Economics of COVID-19," IZA Discussion Papers 13411, Institute of Labor Economics (IZA).
- Abel Brodeur & David Gray & Anik Islam & Suraiya Bhuiyan, 2021. "A literature review of the economics of COVID‐19," Journal of Economic Surveys, Wiley Blackwell, vol. 35(4), pages 1007-1044, September.
- Abel Brodeur & Suraiya Bhuyian & Anik Islam & David Gray, 2021. "A Literature Review of the Economics of COVID-19," Working Papers 2103E, University of Ottawa, Department of Economics.
- Jean-Paul Renne & Guillaume Roussellet & Gustavo Schwenkler, 2020. "Preventing COVID-19 Fatalities: State versus Federal Policies," Papers 2010.15263, arXiv.org, revised Dec 2020.
- Brodeur, Abel & Gray, David & Islam, Anik & Bhuiyan, Suraiya Jabeen, 2020.
"A Literature Review of the Economics of COVID-19,"
GLO Discussion Paper Series
601, Global Labor Organization (GLO).
- Stephen G. Dimmock & Neng Wang & Jinqiang Yang, 2019.
"The Endowment Model and Modern Portfolio Theory,"
NBER Working Papers
25559, National Bureau of Economic Research, Inc.
Cited by:
- Jansen, Kristy, 2021. "Essays on institutional investors, portfolio choice, and asset prices," Other publications TiSEM fd998408-d282-4e0f-b542-4, Tilburg University, School of Economics and Management.
- Eric Luxenberg & Stephen Boyd & Mykel Kochenderfer & Misha van Beek & Wen Cao & Steven Diamond & Alex Ulitsky & Kunal Menda & Vidy Vairavamurthy, 2022. "Strategic Asset Allocation with Illiquid Alternatives," Papers 2207.07767, arXiv.org.
- Maria Cristina Arcuri & Gino Gandolfi & Fabrizio Laurini, 2023. "Robust portfolio optimization for banking foundations: a CVaR approach for asset allocation with mandatory constraints," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 31(2), pages 557-581, June.
- Sofia Johan & Minjie Zhang, 2021. "Information Asymmetries in Private Equity: Reporting Frequency, Endowments, and Governance," Journal of Business Ethics, Springer, vol. 174(1), pages 199-220, November.
- Cong, Lin W. & Li, Ye & Wang, Neng, 2019.
"Token-Based Platform Finance,"
Working Paper Series
2019-28, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Cong, Lin William & Li, Ye & Wang, Neng, 2022. "Token-based platform finance," Journal of Financial Economics, Elsevier, vol. 144(3), pages 972-991.
- Lin William Cong & Ye Li & Neng Wang, 2020. "Token-Based Platform Finance," NBER Working Papers 27810, National Bureau of Economic Research, Inc.
Cited by:
- Franklin Allen & Meijun Qian, 2025. "Alternative finance in the international business context: a review and future research," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, vol. 56(1), pages 43-61, February.
- Allen, Franklin & Barbalau, Adelina, 2024. "Security design: A review," Journal of Financial Intermediation, Elsevier, vol. 60(C).
- Aggelos Kiayias & Philip Lazos & Jan Christoph Schlegel, 2023. "Would Friedman Burn your Tokens?," Papers 2306.17025, arXiv.org.
- Lin William Cong & Ke Tang & Yanxin Wang & Xi Zhao, 2023. "Inclusion and Democratization Through Web3 and DeFi? Initial Evidence from the Ethereum Ecosystem," NBER Working Papers 30949, National Bureau of Economic Research, Inc.
- Abadi, Joseph & Brunnermeier, Markus, 2024. "Token-based platform governance," Journal of Financial Economics, Elsevier, vol. 162(C).
- Young Sook Kim & Seng-Phil Hong & Marko Majer, 2024. "Validation of Value-Driven Token Economy: Focus on Blockchain Content Platform," Future Internet, MDPI, vol. 16(5), pages 1-27, May.
- Rodney Garratt & Maarten RC van Oordt, 2024. "Crypto Exchange Tokens," BIS Working Papers 1201, Bank for International Settlements.
- Saggu, Aman & Ante, Lennart & Demir, Ender, 2024.
"Anticipatory gains and event-driven losses in blockchain-based fan tokens: Evidence from the FIFA World Cup,"
Research in International Business and Finance, Elsevier, vol. 70(PA).
- Aman Saggu & Lennart Ante & Ender Demir, 2024. "Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup," Papers 2403.15810, arXiv.org.
- Zhang, Ying & Gong, Bing & Zhou, Peng, 2024.
"Centralized use of decentralized technology: Tokenization of currencies and assets,"
Structural Change and Economic Dynamics, Elsevier, vol. 71(C), pages 15-25.
- Zhang, Ying & Gong, Bing & Zhou, Peng, 2024. "Centralized Use of Decentralized Technology: Tokenization of Currencies and Assets," Cardiff Economics Working Papers E2024/14, Cardiff University, Cardiff Business School, Economics Section.
- Li, Renzhong & Fei, Chen & Fei, Weiyin, 2025. "Impact of government’s support policy on decision-making of platform participants under ESG," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
- Ye Li & Simon Mayer & Simon Mayer, 2021. "Money Creation in Decentralized Finance: A Dynamic Model of Stablecoin and Crypto Shadow Banking," CESifo Working Paper Series 9260, CESifo.
- Michael Sockin & Wei Xiong, 2021. "A Model of Cryptocurrencies," Working Papers 2021-67, Princeton University. Economics Department..
- Zhang, Xu & Naeem, Muhammad Abubakr & Du, Yuting & Rauf, Abdul, 2024. "Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 41(C).
- Lin William Cong & Yizhou Xiao, 2021. "Categories and Functions of Crypto-Tokens," Springer Books, in: Maurizio Pompella & Roman Matousek (ed.), The Palgrave Handbook of FinTech and Blockchain, edition 1, chapter 0, pages 267-284, Springer.
- van Buggenum, Hugo & Gersbach, Hans & Zelzner, Sebastian, 2023.
"Contagious Stablecoins,"
VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage"
277658, Verein für Socialpolitik / German Economic Association.
- van Buggenum, Hugo & Gersbach, Hans & Zelzner, Sebastian, 2023. "Contagious Stablecoins?," CEPR Discussion Papers 18521, C.E.P.R. Discussion Papers.
- van Buggenum, Hugo & Gersbach, Hans & Zelzner, Sebastian, 2024. "Contagious stablecoins?," CFS Working Paper Series 717, Center for Financial Studies (CFS).
- Yousaf, Imran & Jareño, Francisco & Tolentino, Marta, 2023. "Connectedness between Defi assets and equity markets during COVID-19: A sector analysis," Technological Forecasting and Social Change, Elsevier, vol. 187(C).
- David Bendig & Maximilian Charlet, 2025. "Opportunities and challenges of blockchain for multi-sided platforms," Electronic Markets, Springer;IIM University of St. Gallen, vol. 35(1), pages 1-26, December.
- Gang Kou & Yang Lu, 2025. "FinTech: a literature review of emerging financial technologies and applications," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-34, December.
- Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023. "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, vol. 39(C).
- Disli, Mustafa & Abd Rabbo, Fatima & Leneeuw, Thibault & Nagayev, Ruslan, 2022. "Cryptocurrency comovements and crypto exchange movement: The relocation of Binance," Finance Research Letters, Elsevier, vol. 48(C).
- Fink, Alexander A. & Klöckner, Maximilian & Räder, Tobias & Wagner, Stephan M., 2022. "Supply chain management accelerators: Types, objectives, and key design features," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 164(C).
- Cristian Frasser & Lucie Lebeau, 2023. "Complementary Currencies and Liquidity: The Case of Coca-Base Money," Working Papers 2307, Federal Reserve Bank of Dallas.
- Maarten R.C. van Oordt, 2024. "On Bubbles in Cryptocurrency Prices," Tinbergen Institute Discussion Papers 24-050/IV, Tinbergen Institute.
- Van de Vyver, Mark, 2023. "Token economics scoping review: Annotated bibliography," MPRA Paper 118476, University Library of Munich, Germany.
- Andrea Canidio, 2023. "Auctions with Tokens: Monetary Policy as a Mechanism Design Choice," Papers 2301.13794, arXiv.org, revised Jun 2025.
- Emiliano S Pagnotta, 2022. "Decentralizing Money: Bitcoin Prices and Blockchain Security," The Review of Financial Studies, Society for Financial Studies, vol. 35(2), pages 866-907.
- Hu, Mingsheng & Yang, Xu & Zhu, You & Uddin, Gazi Salah, 2024. "Spillover effect of corporate digitalization in the supply chain: Perspective of trade credit financing," Global Finance Journal, Elsevier, vol. 62(C).
- Kaur, Puneet & Talwar, Shalini & Islam, Nazrul & Salo, Jari & Dhir, Amandeep, 2022. "The effect of the valence of forgiveness to service recovery strategies and service outcomes in food delivery apps," Journal of Business Research, Elsevier, vol. 147(C), pages 142-157.
- Shah, Anand, 2022. "Valuation of Loyalty Tokens," MPRA Paper 111986, University Library of Munich, Germany.
- Hua, Xia & Chang, Zhuoran & Ye, Wenqiang, 2024. "Larger supply, shorter life? Exploring evidence from alternative cryptocurrencies on decentralized exchanges," Economics Letters, Elsevier, vol. 244(C).
- Gryglewicz, Sebastian & Mayer, Simon & Morellec, Erwan, 2021. "Optimal financing with tokens," Journal of Financial Economics, Elsevier, vol. 142(3), pages 1038-1067.
- Shaen Corbet & Les Oxley, 2023. "Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking," Review of Corporate Finance, now publishers, vol. 3(4), pages 487-528, September.
- Shen, Zhuyi & Wang, Shibo & Yang, Jinqiang, 2023. "Robust adoption and valuation in tokenomics," Economic Modelling, Elsevier, vol. 129(C).
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"Dynamic Banking and the Value of Deposits,"
NBER Working Papers
26802, National Bureau of Economic Research, Inc.
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Applied Mathematics and Computation, Elsevier, vol. 485(C).
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NBER Working Papers
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Journal of Financial Economics, Elsevier, vol. 125(2), pages 266-285.
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"Investment under Uncertainty with Financial Constraints,"
NBER Working Papers
20610, National Bureau of Economic Research, Inc.
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Cited by:
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"The dynamics of investment projects: evidence from Peru,"
BIS Working Papers
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TSE Working Papers
22-1301, Toulouse School of Economics (TSE).
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"A q Theory of Internal Capital Markets,"
CEPR Discussion Papers
15341, C.E.P.R. Discussion Papers.
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"Optimal Consumption and Savings with Stochastic Income and Recursive Utility,"
NBER Working Papers
19319, National Bureau of Economic Research, Inc.
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Cited by:
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- Pierre-Carl Michaud & Pascal St. Amour, 2023. "Longevity, Health and Housing Risks Management in Retirement," NBER Working Papers 31038, National Bureau of Economic Research, Inc.
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"Rare Disasters, Financial Development, and Sovereign Debt,"
NBER Working Papers
25031, National Bureau of Economic Research, Inc.
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"Debt-Maturity Management with Liquidity Costs,"
NBER Working Papers
25808, National Bureau of Economic Research, Inc.
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"Consumption Dynamics and Welfare under Non-Gaussian Earnings Risk,"
CESifo Working Paper Series
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"Optimal asset allocation for commodity sovereign wealth funds,"
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"Saving and Wealth Inequality,"
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"Valuing Private Equity,"
NBER Working Papers
19612, National Bureau of Economic Research, Inc.
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Cited by:
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"Buyout activity: the impact of aggregate discount rates,"
Staff Reports
606, Federal Reserve Bank of New York.
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"Impact investing,"
Journal of Financial Economics, Elsevier, vol. 139(1), pages 162-185.
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"The liquidity cost of private equity investments: Evidence from secondary market transactions,"
Journal of Financial Economics, Elsevier, vol. 132(3), pages 158-181.
- Taylor D. Nadauld & Berk A. Sensoy & Keith Vorkink & Michael S. Weisbach, 2016. "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," NBER Working Papers 22404, National Bureau of Economic Research, Inc.
- Nadauld, Taylor & Sensoy, Berk A. & Vorkink, Keith & Weisbach, Michael S., 2016. "The Liquidity Cost of Private Equity Investments: Evidence from Secondary Market Transactions," Working Paper Series 2016-11, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
- Arthur Korteweg & Stefan Nagel, 2016.
"Risk‐Adjusting the Returns to Venture Capital,"
Journal of Finance, American Finance Association, vol. 71(3), pages 1437-1470, June.
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- Nagel, Stefan & Korteweg, Arthur, 2013. "Risk-Adjusting the Returns to Venture Capital," CEPR Discussion Papers 9610, C.E.P.R. Discussion Papers.
- Van Nieuwerburgh, Stijn & Gupta, Arpit, 2019.
"Valuing Private Equity Strip by Strip,"
CEPR Discussion Papers
14241, C.E.P.R. Discussion Papers.
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- Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021. "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, vol. 133(2), pages 167-189, July.
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"Private Equity and Growth,"
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28030, National Bureau of Economic Research, Inc.
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- Fan Hu & Yaoyao Wu, 2023. "R&D investment under incomplete markets," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 858-861, March.
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"Extensive and Intensive Investment over the Business Cycle,"
NBER Working Papers
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"Optimal Consumption and Savings with Stochastic Income and Recursive Utility,"
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19319, National Bureau of Economic Research, Inc.
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"Investment under uncertainty with financial constraints,"
Journal of Economic Theory, Elsevier, vol. 184(C).
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"Market timing, investment, and risk management,"
Journal of Financial Economics, Elsevier, vol. 109(1), pages 40-62.
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Cited by:
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Cited by:
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CPB Discussion Paper
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- Zwart, G. & Broer, D.P., 2012. "Optimal Regulation of Lumpy Investments," Discussion Paper 2012-020, Tilburg University, Tilburg Law and Economic Center.
- Peter Broer & Gijsbert Zwart, 2013. "Optimal regulation of lumpy investments," Journal of Regulatory Economics, Springer, vol. 44(2), pages 177-196, October.
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Economic Modelling, Elsevier, vol. 28(1-2), pages 308-315, January.
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Review of Financial Economics, Elsevier, vol. 20(3), pages 105-112, August.
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Journal of Economic Theory, Elsevier, vol. 184(C).
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MPRA Paper
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Economic Modelling, Elsevier, vol. 69(C), pages 169-180.
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"Agency Contracts, Noncommitment Timing Strategies and Real Options,"
The Japanese Economic Review, Japanese Economic Association, vol. 68(4), pages 521-554, December.
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Cited by:
- Nishide, Katsumasa & Tian, Yuan, 2011.
"Compensation measures for alliance formation: A real options analysis,"
Economic Modelling, Elsevier, vol. 28(1-2), pages 219-228, January.
- Nishide, Katsumasa & Tian, Yuan, 2011. "Compensation measures for alliance formation: A real options analysis," Economic Modelling, Elsevier, vol. 28(1), pages 219-228.
- Gang-Zhi Fan & Ming Pu & Seow Ong, 2012. "Optimal Portfolio Choices, House Risk Hedging and the Pricing of Forward House Transactions," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 3-29, June.
- Ewald, Christian Oliver & Taub, Bart, 2022. "Real options, risk aversion and markets: A corporate finance perspective," Journal of Corporate Finance, Elsevier, vol. 72(C).
- Song, Dandan & Wang, Huamao & Yang, Zhaojun, 2014. "Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk," Journal of Mathematical Economics, Elsevier, vol. 51(C), pages 1-11.
- Wang, Huamao & Yang, Zhaojun & Zhang, Hai, 2015. "Entrepreneurial finance with equity-for-guarantee swap and idiosyncratic risk," European Journal of Operational Research, Elsevier, vol. 241(3), pages 863-871.
- Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022. "Real options with overextrapolation," Economic Modelling, Elsevier, vol. 114(C).
- Jianjun Miao & Neng Wang, 2007.
"Risk, Uncertainty, and Option Exercise,"
Boston University - Department of Economics - Working Papers Series
WP2007-016, Boston University - Department of Economics.
- Jianjun Miao, 2004. "Risk, uncertainty and option exercise," Finance 0410013, University Library of Munich, Germany.
- Jianjun Miao & Neng Wang, 2010. "Risk, uncertainty,and option exercise," Boston University - Department of Economics - Working Papers Series WP2010-029, Boston University - Department of Economics.
- Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
- Jianjun Miao & Neng Wang, 2004. "Risk, Uncertainty, and Option Exercise," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-136, Boston University - Department of Economics.
- Hugonnier, Julien & Morellec, Erwan, 2007. "Corporate control and real investment in incomplete markets," Journal of Economic Dynamics and Control, Elsevier, vol. 31(5), pages 1781-1800, May.
- Pedro Gete and Paolo Porchia, 2011.
"A Real Options Analysis of Dual Labor Markets and the Single Labor Contract,"
Working Papers
gueconwpa~11-11-02, Georgetown University, Department of Economics.
- Gete, Pedro & Porchia, Paolo, 2011. "A real options analysis of dual labor markets and the single labor contract," MPRA Paper 34055, University Library of Munich, Germany.
- Yang, Zhaojun & Zhang, Chunhong, 2015. "Two new equity default swaps with idiosyncratic risk," International Review of Economics & Finance, Elsevier, vol. 37(C), pages 254-273.
- Wen, Chunhui & Xia, Xin & Yang, Jinqiang, 2017. "Idiosyncratic risk, the private benefits of control and investment timing," Economics Letters, Elsevier, vol. 153(C), pages 65-71.
- Yehong Yang & Guohua Cao, 2021. "Optimal investment and endogenous payout strategy with time inconsistency," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 707-723, January.
- Xia, Xin & Gan, Liu, 2021. "Financing with equity-for-guarantee swaps and dynamic investment under incomplete markets," Economic Modelling, Elsevier, vol. 98(C), pages 349-360.
- Caggese, Andrea, 2012.
"Entrepreneurial risk, investment, and innovation,"
Journal of Financial Economics, Elsevier, vol. 106(2), pages 287-307.
- Andrea Caggese, 2006. "Entrepreneurial risk, investment and innovation," Economics Working Papers 1011, Department of Economics and Business, Universitat Pompeu Fabra.
- Andrea Caggese, 2006. "Entrepreneurial Risk, Investment and Innovation," 2006 Meeting Papers 412, Society for Economic Dynamics.
- Bolton, Patrick & Wang, Neng & Yang, Jinqiang, 2019.
"Investment under uncertainty with financial constraints,"
Journal of Economic Theory, Elsevier, vol. 184(C).
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2014. "Investment under Uncertainty with Financial Constraints," NBER Working Papers 20610, National Bureau of Economic Research, Inc.
- Alain Bensoussan & Benoit Chevalier-Roignant & Alejandro Rivera, 2021. "Does Performance-Sensitive Debt mitigate Debt Overhang?," Post-Print hal-03364891, HAL.
- Delaney, Laura, 2021. "A model of investment under uncertainty with time to build, market incompleteness and risk aversion," European Journal of Operational Research, Elsevier, vol. 293(3), pages 1155-1167.
- Chortareas, Georgios & Noikokyris, Emmanouil & Rakeeb, Fathima Roshan, 2021. "Investment, firm-specific uncertainty, and market power in South Africa," Economic Modelling, Elsevier, vol. 96(C), pages 389-395.
- Dirk Hackbarth & Jianjun Maio, 2007.
"The Dynamics of Mergers and Acquisitions in Oligopolistic Industries,"
Boston University - Department of Economics - Working Papers Series
WP2007-017, Boston University - Department of Economics.
- Jianjun Miao & Dirk Hackbarth, 2011. "The dynamics of mergers and acquisitions in oligopolistic industries," Boston University - Department of Economics - Working Papers Series WP2011-029, Boston University - Department of Economics.
- Hackbarth, Dirk & Miao, Jianjun, 2012. "The dynamics of mergers and acquisitions in oligopolistic industries," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 585-609.
- Yingjie Niu & Jinqiang Yang & Zhentao Zou, 2021. "Investment decisions under incomplete markets in the presence of wealth effects," Journal of Economics, Springer, vol. 133(2), pages 167-189, July.
- Gan, Liu & Xia, Xin, 2019. "Idiosyncratic risk, managerial discretion and capital structure," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 586-599.
- Shi, Huihong & Mu, Congming & Yang, Jinqiang & Huang, Wenli, 2021. "A Sino-US comparative analysis of the hi-tech entrepreneurial model," Economic Modelling, Elsevier, vol. 94(C), pages 953-966.
- Thijssen, Jacco J.J., 2011. "Incomplete markets, ambiguity, and irreversible investment," Journal of Economic Dynamics and Control, Elsevier, vol. 35(6), pages 909-921, June.
- Dong, Linjia & Yang, Zhaojun, 2023. "Investment and financing analysis for a venture capital alternative," Economic Modelling, Elsevier, vol. 126(C).
- Lambrecht, Bart M., 2017. "Real options in finance," Journal of Banking & Finance, Elsevier, vol. 81(C), pages 166-171.
- Henderson, Vicky, 2010. "Is corporate control effective when managers face investment timing decisions in incomplete markets?," Journal of Economic Dynamics and Control, Elsevier, vol. 34(6), pages 1062-1076, June.
- Panageas, Stavros, 2010.
"Bailouts, the incentive to manage risk, and financial crises,"
Journal of Financial Economics, Elsevier, vol. 95(3), pages 296-311, March.
- Stavros Panageas, 2009. "Bailouts, the Incentive to Manage Risk, and Financial Crises," NBER Working Papers 15058, National Bureau of Economic Research, Inc.
- Chronopoulos, Michail & De Reyck, Bert & Siddiqui, Afzal, 2014. "Duopolistic competition under risk aversion and uncertainty," European Journal of Operational Research, Elsevier, vol. 236(2), pages 643-656.
- Xindong Cheng & Yingjue Wang & Jinqiang Yang, 2021. "Entrepreneurial Spirit and Entrepreneurial Finance," Annals of Economics and Finance, Society for AEF, vol. 22(2), pages 367-388, November.
- Luo, Pengfei & Lu, Ting & Song, DanDan, 2021. "Real options for an entrepreneur with preferences for liquidity," Economics Letters, Elsevier, vol. 204(C).
- Vicky Henderson & David Hobson, 2006. "A Note On Irreversible Investment, Hedging And Optimal Consumption Problems," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 9(06), pages 997-1007.
- Mankan M. Koné & Carl Gaigné & Lota Tamini, 2017.
"Duopolistic Competition and Optimal Switching Time from Export to FDI in Uncertainty,"
CIRANO Working Papers
2017s-23, CIRANO.
- Mankan M. Koné & Lota D.Tamini & Carl Gaigné, 2017. "Duopolistic Competition and Optimal Switching Time from Export to FDI in Uncertainty," Cahiers de recherche CREATE 2017-03, CREATE.
- Carol Alexander & Xi Chen, 2018.
"Model Risk in Real Option Valuation,"
Papers
1809.00817, arXiv.org, revised Sep 2018.
- Carol Alexander & Xi Chen, 2021. "Model risk in real option valuation," Annals of Operations Research, Springer, vol. 299(1), pages 1025-1056, April.
- Chen, Shumin & Luo, Dan & Yao, Haixiang, 2024. "Optimal investor life cycle decisions with time-inconsistent preferences," Journal of Banking & Finance, Elsevier, vol. 161(C).
- Fan Hu & Yaoyao Wu, 2023. "R&D investment under incomplete markets," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 858-861, March.
- Zhang, Wenlong & Wang, Haijun, 2021. "Entrepreneurial decisions with idiosyncratic risk and unknown profitability," Economic Modelling, Elsevier, vol. 103(C).
- Choi, Kyoung Jin & Kwak, Minsuk & Shim, Gyoocheol, 2017. "Time preference and real investment," Journal of Economic Dynamics and Control, Elsevier, vol. 83(C), pages 18-33.
- Hui Chen & Jianjun Miao & Neng Wang, "undated".
"Entrepreneurial Finance and Non-diversifiable Risk,"
Boston University - Department of Economics - Working Papers Series
wp2009-018, Boston University - Department of Economics.
- Hui Chen & Jianjun Miao & Neng Wang, 2010. "Entrepreneurial Finance and Nondiversifiable Risk," The Review of Financial Studies, Society for Financial Studies, vol. 23(12), pages 4348-4388, December.
- Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," NBER Working Papers 14848, National Bureau of Economic Research, Inc.
- Hui Chen & Jianjun Miao & Neng Wang, 2009. "Entrepreneurial Finance and Non-diversifiable Risk," Boston University - Department of Economics - The Institute for Economic Development Working Papers Series dp-180, Boston University - Department of Economics.
- Bai, Caiquan & Feng, Chen & Mu, Congming & Zhao, Siqi, 2025. "Entrepreneurship and leverage dynamics without commitment," Journal of Economic Dynamics and Control, Elsevier, vol. 171(C).
- Ming Pu & Gang-Zhi Fan & Seow Ong, 2012. "Heterogeneous Agents and the Indifference Pricing of Property Index Linked Swaps," The Journal of Real Estate Finance and Economics, Springer, vol. 44(4), pages 543-569, May.
- Chong Wang & Neng Wang & Jinqiang Yang, 2011.
"A Unified Model of Entrepreneurship Dynamics,"
NBER Working Papers
16843, National Bureau of Economic Research, Inc.
- Wang, Chong & Wang, Neng & Yang, Jinqiang, 2012. "A unified model of entrepreneurship dynamics," Journal of Financial Economics, Elsevier, vol. 106(1), pages 1-23.
- Hengjie Ai & Dana Kiku, 2016. "Volatility Risks and Growth Options," Management Science, INFORMS, vol. 62(3), pages 741-763, March.
- Leippold, Markus & Stromberg, Jacob, 2017.
"Strategic technology adoption and hedging under incomplete markets,"
Journal of Banking & Finance, Elsevier, vol. 81(C), pages 181-199.
- Markus LEIPPOLD & Jacob STROMBERG, 2014. "Strategic Technology Adoption and Hedging under Incomplete Markets," Swiss Finance Institute Research Paper Series 14-73, Swiss Finance Institute, revised Jan 2015.
- Ming Pu & Gang-Zhi Fan & Chunsheng Ban, 2016. "The Pricing of Mortgage Insurance Premiums Under Systematic and Idiosyncratic Shocks," Journal of Risk & Insurance, The American Risk and Insurance Association, vol. 83(2), pages 447-474, June.
- Chang-Chih Chen & Chia-Chien Chang, 2019. "How Big are the Ambiguity-Based Premiums on Mortgage Insurances?," The Journal of Real Estate Finance and Economics, Springer, vol. 58(1), pages 133-157, January.
- Liu, Yang & Yang, Jinqiang, 2015. "Optimal investment of private equity," Finance Research Letters, Elsevier, vol. 14(C), pages 76-86.
- Álvaro Cartea & Sebastian Jaimungal, 2017. "Irreversible Investments And Ambiguity Aversion," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 20(07), pages 1-26, November.
- Alexander, Carol & Chen, Xi & Ward, Charles, 2021.
"Risk-adjusted valuation for real option decisions,"
Journal of Economic Behavior & Organization, Elsevier, vol. 191(C), pages 1046-1064.
- Carol Alexander & Xi Chen & Charles Ward, 2021. "Risk-Adjusted Valuation for Real Option Decisions," Papers 2109.04793, arXiv.org.
- Ming Pu & Gang-Zhi Fan & Yongheng Deng, 2014. "Breakeven Determination of Loan Limits for Reverse Mortgages under Information Asymmetry," The Journal of Real Estate Finance and Economics, Springer, vol. 48(3), pages 492-521, April.
- Zhang, Ran & Xu, Shuang, 2014. "Optimal stopping time with stochastic volatility," Economic Modelling, Elsevier, vol. 41(C), pages 319-328.
- Carol Alexander & Xi Chen, 2012. "A General Approach to Real Option Valuation with Applications to Real Estate Investments," ICMA Centre Discussion Papers in Finance icma-dp2012-04, Henley Business School, University of Reading.
- Dandan Song & Zhaojun Yang, 2014. "Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 44(1), pages 1-26, June.
- Gang-Zhi Fan & Tien Sing & Seow Ong, 2012. "Default Clustering Risks in Commercial Mortgage-Backed Securities," The Journal of Real Estate Finance and Economics, Springer, vol. 45(1), pages 110-127, June.
- Liu, Xiang & Yang, Zhaojun, 2023. "Security token offerings versus loan guarantees for risk-averse entrepreneurs under asymmetric information," Finance Research Letters, Elsevier, vol. 57(C).
- Gang-Zhi Fan & Zsuzsa Huszár & Weina Zhang, 2013. "The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence," The Journal of Real Estate Finance and Economics, Springer, vol. 46(4), pages 568-595, May.
- Paolo Porchia & Pedro Gete, 2011. "Fertility and Consumption when Having a Child is a Risky Investment," 2011 Meeting Papers 563, Society for Economic Dynamics.
- Shilin Li & Jinqiang Yang & Siqi Zhao, 2022. "Robust leverage dynamics without commitment," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 74(2), pages 643-679, September.
- Balter, Anne G. & Pelsser, Antoon, 2020. "Pricing and hedging in incomplete markets with model uncertainty," European Journal of Operational Research, Elsevier, vol. 282(3), pages 911-925.
- Delaney, L., 2020. "A Model of Investment under Uncertainty with Time to Build, Market Incompleteness and Risk Aversion," Working Papers 20/13, Department of Economics, City University London.
- Suresh Sundaresan & Neng Wang & Jinqiang Yang, 2015. "Dynamic Investment, Capital Structure, and Debt Overhang," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 4(1), pages 1-42.
- Niu, Yingjie & He, Linfeng & Wu, Wei, 2021. "Managerial compensation with hyperbolic discounting," Finance Research Letters, Elsevier, vol. 38(C).
- Charalambides, Marios & Koussis, Nicos, 2018. "A stochastic model with interacting managerial operating options and debt rescheduling," European Journal of Operational Research, Elsevier, vol. 267(1), pages 236-249.
- Chen, Chang-Chih & Chang, Chia-Chien & Sun, Edward W. & Yu, Min-Teh, 2022. "Optimal decision of dynamic wealth allocation with life insurance for mitigating health risk under market incompleteness," European Journal of Operational Research, Elsevier, vol. 300(2), pages 727-742.
- Carpenter, Jennifer N. & Stanton, Richard & Wallace, Nancy, 2010. "Optimal exercise of executive stock options and implications for firm cost," Journal of Financial Economics, Elsevier, vol. 98(2), pages 315-337, November.
- Morten Sorensen & Neng Wang & Jinqiang Yang, 2013.
"Valuing Private Equity,"
NBER Working Papers
19612, National Bureau of Economic Research, Inc.
- Morten Sorensen & Neng Wang & Jinqiang Yang, 2014. "Valuing Private Equity," The Review of Financial Studies, Society for Financial Studies, vol. 27(7), pages 1977-2021.
- Carol Alexander & Xi Chen, 2014. "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance icma-dp2014-19, Henley Business School, University of Reading.
- Xiaolin Wang & Zhaojun Yang & Pingping Zeng, 2023. "Pricing contingent convertibles with idiosyncratic risk," International Journal of Economic Theory, The International Society for Economic Theory, vol. 19(3), pages 660-693, September.
- Jonathan Evans & Vicky Henderson & David Hobson, 2008. "Optimal Timing For An Indivisible Asset Sale," Mathematical Finance, Wiley Blackwell, vol. 18(4), pages 545-567, October.
- Chen, Chang-Chih & Ho, Kung-Cheng & Yan, Cheng & Yeh, Chung-Ying & Yu, Min-Teh, 2023. "Does ambiguity matter for corporate debt financing? Theory and evidence," Journal of Corporate Finance, Elsevier, vol. 80(C).
- Fan, Gang-Zhi & Pu, Ming & Deng, Xiaoying & Ong, Seow Eng, 2018. "Optimal portfolio choices and the determination of housing rents under housing market uncertainty," Journal of Housing Economics, Elsevier, vol. 41(C), pages 200-217.
- Luo, Pengfei & Chen, Biao & Liu, Fengjun, 2020. "Growth option, debt maturity and cash reserves with bank-tax-interaction," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Michael Nwogugu, 2020. "Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences," Papers 2005.01709, arXiv.org.
- Tan, Yingxian & Yuan, Jun & Luo, Pengfei, 2024. "Investment timing and implied option value for risk-aversion entrepreneurs under macroeconomic risk," International Review of Economics & Finance, Elsevier, vol. 95(C).
- He, Mingfeng & Huang, Dengshi & Zhou, Jianan, 2023. "The impacts of share pledging on firm investment timing and valuation," International Review of Financial Analysis, Elsevier, vol. 87(C).
- Ban, Mingyuan & Chen, Chang-Chih, 2019. "Ambiguity and capital structure adjustments," International Review of Economics & Finance, Elsevier, vol. 64(C), pages 242-270.
- Bensoussan, Alain & Chevalier-Roignant, Benoît & Rivera, Alejandro, 2021. "Does performance-sensitive debt mitigate debt overhang?," Journal of Economic Dynamics and Control, Elsevier, vol. 131(C).
- Marko Terviö & Pauli Murto, 2008. "Exit Options and Dividend Policy under Liquidity Constraints," 2008 Meeting Papers 798, Society for Economic Dynamics.
- Whalley, A. Elizabeth, 2011. "Optimal R&D investment for a risk-averse entrepreneur," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 413-429, April.
- Jinqiang Yang & Zhaojun Yang, 2012. "Consumption Utility-Based Pricing and Timing of the Option to Invest with Partial Information," Computational Economics, Springer;Society for Computational Economics, vol. 39(2), pages 195-217, February.
- Neng Wang & Rui Albuquerque, 2004.
"Investor Protection and Exchange Rates,"
2004 Meeting Papers
685, Society for Economic Dynamics.
Cited by:
- Potts Mark D & Affholter Joseph A & Harless Sydney, 2021. "Entrepreneurship Factors Among Developed Countries and Emerging Regions," South East European Journal of Economics and Business, Sciendo, vol. 16(2), pages 82-100, December.
- Dimic, Nebojsa & Orlov, Vitaly & Piljak, Vanja, 2022. "First offshore bond issuances and firm valuation," International Review of Financial Analysis, Elsevier, vol. 83(C).
- Jianjun Miao & Neng Wang, 2004.
"Risk, Uncertainty, and Option Exercise,"
Boston University - Department of Economics - The Institute for Economic Development Working Papers Series
dp-136, Boston University - Department of Economics.
- Miao, Jianjun & Wang, Neng, 2011. "Risk, uncertainty, and option exercise," Journal of Economic Dynamics and Control, Elsevier, vol. 35(4), pages 442-461, April.
- Jianjun Miao, 2004. "Risk, uncertainty and option exercise," Finance 0410013, University Library of Munich, Germany.
- Jianjun Miao & Neng Wang, 2010. "Risk, uncertainty,and option exercise," Boston University - Department of Economics - Working Papers Series WP2010-029, Boston University - Department of Economics.
- Jianjun Miao & Neng Wang, 2007. "Risk, Uncertainty, and Option Exercise," Boston University - Department of Economics - Working Papers Series WP2007-016, Boston University - Department of Economics.
Cited by:
- Gonçalo Faria & João Correia-da-Silva, 2014.
"A closed-form solution for options with ambiguity about stochastic volatility,"
Review of Derivatives Research, Springer, vol. 17(2), pages 125-159, July.
- Gonçalo Faria & João Correia-da-Silva, 2011. "A Closed-Form Solution for Options with Ambiguity about Stochastic Volatility," FEP Working Papers 414, Universidade do Porto, Faculdade de Economia do Porto.
- Jianjun Miao, 2004. "A Note on Consumption and Savings under Knightian Uncertainty," Annals of Economics and Finance, Society for AEF, vol. 5(2), pages 299-311, November.
- Deng, Kebin & Peng, Jiaxin & Peng, Juan & Zhang, Yuhua, 2022. "Real options with overextrapolation," Economic Modelling, Elsevier, vol. 114(C).
- So, Leh-chyan, 2013. "Are Real Options “Real”? Isolating Uncertainty from Risk in Real Options Analysis," MPRA Paper 52493, University Library of Munich, Germany.
- Zimper, Alexander, 2012. "Asset pricing in a Lucas fruit-tree economy with the best and worst in mind," Journal of Economic Dynamics and Control, Elsevier, vol. 36(4), pages 610-628.
- Yingjie Niu & Jinqiang Yang & Siqi Zhao, 2022. "Robust stimulus of private investment: Tax rate cut or investment subsidy?," International Journal of Economic Theory, The International Society for Economic Theory, vol. 18(3), pages 339-357, September.
- David Roubaud, 2022. "A real option to divest with two correlated sources of ambiguity," Economics Bulletin, AccessEcon, vol. 42(2), pages 591-602.
- Bolton, Patrick & Wang, Neng & Yang, Jinqiang, 2019.
"Investment under uncertainty with financial constraints,"
Journal of Economic Theory, Elsevier, vol. 184(C).
- Patrick Bolton & Neng Wang & Jinqiang Yang, 2014. "Investment under Uncertainty with Financial Constraints," NBER Working Papers 20610, National Bureau of Economic Research, Inc.
- Garlappi, Lorenzo & Giammarino, Ron & Lazrak, Ali, 2017. "Ambiguity and the corporation: Group disagreement and underinvestment," Journal of Financial Economics, Elsevier, vol. 125(3), pages 417-433.
- Luis H. R. Alvarez E. & Soren Christensen, 2019. "A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty," Papers 1907.04046, arXiv.org.
- Asano, Takao & Shibata, Akihisa, 2011. "Optimal pricing and quality choice of a monopolist under Knightian uncertainty," International Journal of Industrial Organization, Elsevier, vol. 29(6), pages 746-754.
- Flor, Christian Riis & Hesel, Søren, 2015. "Uncertain dynamics, correlation effects, and robust investment decisions," Journal of Economic Dynamics and Control, Elsevier, vol. 51(C), pages 278-298.
- M. Trojanowska & P. M. Kort, 2010. "The Worst Case for Real Options," Journal of Optimization Theory and Applications, Springer, vol. 146(3), pages 709-734, September.
- Kishishita, Daiki, 2020. "(Not) delegating decisions to experts: The effect of uncertainty," Journal of Economic Theory, Elsevier, vol. 190(C).
- Seokwoo Lee & Alejandro Rivera, 2021. "Extrapolation Bias and Robust Dynamic Liquidity Management," Management Science, INFORMS, vol. 67(10), pages 6421-6442, October.
- Elettra Agliardi & Luigi Sereno, 2011.
"The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet-Brownian uncertainty,"
Discussion Papers
2011/109, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
- E. Agliardi & L. Sereno, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet-Brownian uncertainty," Working Papers wp725, Dipartimento Scienze Economiche, Universita' di Bologna.
- Agliardi, Elettra & Sereno, Luigi, 2011. "The effects of environmental taxes and quotas on the optimal timing of emission reductions under Choquet–Brownian uncertainty," Economic Modelling, Elsevier, vol. 28(6), pages 2793-2802.
- Paul Viefers, 2012. "Should I Stay or Should I Go?: A Laboratory Analysis of Investment Opportunities under Ambiguity," Discussion Papers of DIW Berlin 1228, DIW Berlin, German Institute for Economic Research.
- Joe Chen & Shih-Chang Huang, 2020. "Suicide, Aging, and Permanent Income: A Social Norms Approach," Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, Springer, vol. 150(3), pages 867-885, August.
- João Jalles & Martin Andresen, 2015. "The social and economic determinants of suicide in Canadian provinces," Health Economics Review, Springer, vol. 5(1), pages 1-12, December.
- Massimo Guidolin & Francesca Rinaldi, 2010.
"Ambiguity in asset pricing and portfolio choice: a review of the literature,"
Working Papers
2010-028, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Francesca Rinaldi, 2013. "Ambiguity in asset pricing and portfolio choice: a review of the literature," Theory and Decision, Springer, vol. 74(2), pages 183-217, February.
- Massimo Guidolin & Francesca Rinaldi, 2011. "Ambiguity in Asset Pricing and Portfolio Choice: A Review of the Literature," Working Papers 417, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Takanori Adachi & Takao Asano, 2011. "Entrepreneurial Choice and Knightian Uncertainty with Borrowing Constraints," KIER Working Papers 803, Kyoto University, Institute of Economic Research.
- Yu‐Jui Huang & Xiang Yu, 2021. "Optimal stopping under model ambiguity: A time‐consistent equilibrium approach," Mathematical Finance, Wiley Blackwell, vol. 31(3), pages 979-1012, July.
- Soren Christensen & Luis H. R. Alvarez E, 2019. "A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity," Papers 1905.05429, arXiv.org.
- Joe Chen & Yun Jeong Choi & Kohta Mori & Yasuyuki Sawada & Saki Sugano, 2012.
"Socio‐Economic Studies On Suicide: A Survey,"
Journal of Economic Surveys, Wiley Blackwell, vol. 26(2), pages 271-306, April.
- Joe Chen & Yun Jeong Choi & Kohta Mori & Yasuyuki Sawada & Saki Sugano, 2009. "Socio-Economic Studies on Suicide: A Survey," CIRJE F-Series CIRJE-F-629, CIRJE, Faculty of Economics, University of Tokyo.
- Luis H. R. Alvarez E. & Soren Christensen, 2019. "The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts," Papers 1906.07533, arXiv.org.
- Lin, Zhongguo & Han, Liyan & Li, Wei, 2021. "Option replication with transaction cost under Knightian uncertainty," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 567(C).
- Niu, Yingjie & Zou, Zhentao, 2024. "Robust dynamic contracts with multiple agents," Games and Economic Behavior, Elsevier, vol. 148(C), pages 196-217.
- Gang‐Zhi Fan & Ming Pu & Tien Foo Sing & Xiaoyu Zhang, 2022. "Risk aversion and urban land development options," Real Estate Economics, American Real Estate and Urban Economics Association, vol. 50(3), pages 767-788, September.
- Sara Amoroso & Pietro Moncada-Paterno-Castello & Antonio Vezzani, 2015.
"R&D profitability: the role of risk and Knightian uncertainty,"
JRC Working Papers on Corporate R&D and Innovation
2015-01, Joint Research Centre.
- Sara Amoroso & Pietro Moncada-Paternò-Castello & Antonio Vezzani, 2017. "R&D profitability: the role of risk and Knightian uncertainty," Small Business Economics, Springer, vol. 48(2), pages 331-343, February.
- Yossi Shvimer & Avi Herbon, 2022. "Non-tradability interval for heterogeneous rational players in the option markets," Computational Management Science, Springer, vol. 19(1), pages 133-157, January.
- Attaoui, Sami & Cao, Wenbin & Duan, Xiaoman & Liu, Hening, 2021. "Optimal capital structure, ambiguity aversion, and leverage puzzles," Journal of Economic Dynamics and Control, Elsevier, vol. 129(C).
- Delaney, Laura, 2022. "The impact of operational delay on irreversible investment under Knightian uncertainty," Economics Letters, Elsevier, vol. 215(C).
- Haas, Christian & Kempa, Karol & Moslener, Ulf, 2023. "Dealing with deep uncertainty in the energy transition: What we can learn from the electricity and transportation sectors," Energy Policy, Elsevier, vol. 179(C).
- Fouilloux, Jessica & Moraux, Franck & Viviani, Jean-Laurent, 2015.
"Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty,"
Energy Policy, Elsevier, vol. 82(C), pages 310-320.
- Jessica Fouilloux & Franck Moraux & Jean-Laurent Viviani, 2015. "Investing in finite-life carbon emissions reduction program under risk and idiosyncratic uncertainty," Post-Print halshs-01101996, HAL.
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59182, University Library of Munich, Germany.
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63985, University Library of Munich, Germany.
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Journal of Economic Theory, Elsevier, vol. 172(C), pages 55-87.
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- Yulei Luo & Eric R.Young & Jun Nie, 2011. "Robust Control, Informational Frictions, and International Consumption Correlations," 2011 Meeting Papers 209, Society for Economic Dynamics.
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MPRA Paper
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- Yulei Luo & Jun Nie & Eric Young, 2015. "Robust permanent income in general equilibrium," Research Working Paper RWP 15-14, Federal Reserve Bank of Kansas City.
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- Gonçalo Faria & João Correia-da-Silva, 2012. "Is Stochastic Volatility relevant for Dynamic Portfolio Choice under Ambiguity?," FEP Working Papers 472, Universidade do Porto, Faculdade de Economia do Porto.
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"Robust Dynamic Optimal Taxation and Environmental Externalities,"
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"Model uncertainty and intertemporal tax smoothing,"
Research Working Paper
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- Luo, Yulei & Nie, Jun & Young, Eric, 2014. "Model Uncertainty and Intertemporal Tax Smoothing," MPRA Paper 54268, University Library of Munich, Germany.
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"Model uncertainty and monetary policy,"
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- Richard Dennis, 2007. "Model uncertainty and monetary policy," Working Paper Series 2007-09, Federal Reserve Bank of San Francisco.
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"Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach,"
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- Uppal, Raman & Wang, Tan & Garlappi, Lorenzo, 2005. "Portfolio Selection with Parameter and Model Uncertainty: A Multi-Prior Approach," CEPR Discussion Papers 5041, C.E.P.R. Discussion Papers.
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"Doubts or variability?,"
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Chapters
- Harrison Hong & Neng Wang & Jinqiang Yang, 2021.
"Mitigating COVID-19 Risks to Sustain Growth,"
World Scientific Book Chapters, in: Sumit Agarwal & Zhiguo He & Bernard Yeung (ed.), Impact of COVID-19 on Asian Economies and Policy Responses, chapter 5, pages 25-32,
World Scientific Publishing Co. Pte. Ltd..
Cited by:
- Feng, Qu & Wu, Guiying Laura & Yuan, Mengying & Zhou, Shihao, 2022. "Save lives or save livelihoods? A cross-country analysis of COVID-19 pandemic and economic growth," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 221-256.