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Details about Neng Wang

E-mail:
Homepage:http://www0.gsb.columbia.edu/faculty/nwang/
Workplace:Finance and Economics Department, Graduate School of Business, Columbia University, (more information at EDIRC)
National Bureau of Economic Research (NBER), (more information at EDIRC)
Graduate School of Business, Columbia University, (more information at EDIRC)

Access statistics for papers by Neng Wang.

Last updated 2020-05-25. Update your information in the RePEc Author Service.

Short-id: pwa390


Jump to Journal Articles

Working Papers

2020

  1. Implications of Stochastic Transmission Rates for Managing Pandemic Risks
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  2. Leverage Dynamics and Financial Flexibility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Mitigating Disaster Risks to Sustain Growth
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  4. Tokenomics: Dynamic Adoption and Valuation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2019

  1. The Endowment Model and Modern Portfolio Theory
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2018

  1. Rare Disasters, Financial Development, and Sovereign Debt
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2015

  1. Optimal Contracting, Corporate Finance, and Valuation with Inalienable Human Capital
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2014

  1. Debt, Taxes, and Liquidity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (4)
  2. Investment under Uncertainty with Financial Constraints
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)

2013

  1. Investment, Tobin's q, and Interest Rates
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
  2. Optimal Consumption and Savings with Stochastic Income and Recursive Utility
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
  3. Valuing Private Equity
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Review of Financial Studies (2014)

2011

  1. A Unified Model of Entrepreneurship Dynamics
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    See also Journal Article in Journal of Financial Economics (2012)
  2. Market Timing, Investment, and Risk Management
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (2)
    See also Journal Article in Journal of Financial Economics (2013)
  3. The Economics of Hedge Funds: Alpha, Fees, Leverage, and Valuation
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads

2010

  1. A unified theory of Tobin's q, corporate investment, financing, and risk management
    2010 Meeting Papers, Society for Economic Dynamics Downloads
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (7)

    See also Journal Article in Journal of Finance (2011)
  2. Risk, uncertainty,and option exercise
    Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics (2007) View citations (4)
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics (2004) Downloads

    See also Journal Article in Journal of Economic Dynamics and Control (2011)

2009

  1. Entrepreneurial Finance and Non-diversifiable Risk
    Boston University - Department of Economics - The Institute for Economic Development Working Papers Series, Boston University - Department of Economics Downloads View citations (1)
    Also in Boston University - Department of Economics - Working Papers Series, Boston University - Department of Economics View citations (2)
    NBER Working Papers, National Bureau of Economic Research, Inc (2009) Downloads View citations (1)

    See also Journal Article in Review of Financial Studies (2010)
  2. The Economic and Policy Consequences of Catastrophes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (14)
    See also Journal Article in American Economic Journal: Economic Policy (2013)

2008

  1. Dynamic agency and the q theory of investment
    2008 Meeting Papers, Society for Economic Dynamics Downloads View citations (1)
    See also Journal Article in Journal of Finance (2012)

2007

  1. Agency Conflicts, Investment, and Asset Pricing
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) Downloads View citations (1)
    Computing in Economics and Finance 2005, Society for Computational Economics (2005) Downloads View citations (11)

    See also Journal Article in Journal of Finance (2008)
  2. Investment, Consumption, and Hedging under Incomplete Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (53)
    Also in 2006 Meeting Papers, Society for Economic Dynamics (2006) Downloads View citations (1)
    Boston University - Department of Economics - Macroeconomics Working Papers Series, Boston University - Department of Economics (2006) Downloads View citations (1)
    CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics (2006) Downloads View citations (2)

    See also Journal Article in Journal of Financial Economics (2007)

2006

  1. Investment Under Uncertainty and Time-Inconsistent Preferences
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads
    Also in Research Papers, Stanford University, Graduate School of Business (2005) Downloads View citations (1)

    See also Journal Article in Journal of Financial Economics (2007)

2005

  1. Investment Timing, Agency, and Information
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (67)
    See also Journal Article in Journal of Financial Economics (2005)

2004

  1. Investment, Hedging, and Consumption Smoothing
    Finance, University Library of Munich, Germany Downloads
  2. Investor Protection and Exchange Rates
    2004 Meeting Papers, Society for Economic Dynamics

Journal Articles

2015

  1. Agency Conflicts, Investment, and Asset Pricing: Erratum
    Journal of Finance, 2015, 70, (5), 2347-2348 Downloads

2014

  1. Valuing Private Equity
    Review of Financial Studies, 2014, 27, (7), 1977-2021 Downloads View citations (7)
    See also Working Paper (2013)

2013

  1. Market timing, investment, and risk management
    Journal of Financial Economics, 2013, 109, (1), 40-62 Downloads View citations (64)
    See also Working Paper (2011)
  2. The Economic and Policy Consequences of Catastrophes
    American Economic Journal: Economic Policy, 2013, 5, (4), 306-39 Downloads View citations (43)
    See also Working Paper (2009)
  3. The economics of hedge funds
    Journal of Financial Economics, 2013, 110, (2), 300-323 Downloads View citations (17)

2012

  1. A unified model of entrepreneurship dynamics
    Journal of Financial Economics, 2012, 106, (1), 1-23 Downloads View citations (16)
    See also Working Paper (2011)
  2. Dynamic Agency and the q Theory of Investment
    Journal of Finance, 2012, 67, (6), 2295-2340 Downloads View citations (69)
    See also Working Paper (2008)

2011

  1. A Unified Theory of Tobin's q, Corporate Investment, Financing, and Risk Management
    Journal of Finance, 2011, 66, (5), 1545-1578 Downloads View citations (117)
    See also Working Paper (2010)
  2. Risk, uncertainty, and option exercise
    Journal of Economic Dynamics and Control, 2011, 35, (4), 442-461 Downloads View citations (27)
    See also Working Paper (2010)

2010

  1. Entrepreneurial Finance and Nondiversifiable Risk
    Review of Financial Studies, 2010, 23, (12), 4348-4388 Downloads View citations (35)
    See also Working Paper (2009)

2009

  1. Capital Reallocation and Growth
    American Economic Review, 2009, 99, (2), 560-66 Downloads View citations (4)
  2. Optimal consumption and asset allocation with unknown income growth
    Journal of Monetary Economics, 2009, 56, (4), 524-534 Downloads View citations (13)

2008

  1. Agency Conflicts, Investment, and Asset Pricing
    Journal of Finance, 2008, 63, (1), 1-40 Downloads View citations (44)
    See also Working Paper (2007)

2007

  1. An equilibrium model of wealth distribution
    Journal of Monetary Economics, 2007, 54, (7), 1882-1904 Downloads View citations (14)
  2. Investment under Uncertainty with Strategic Debt Service
    American Economic Review, 2007, 97, (2), 256-261 Downloads View citations (42)
  3. Investment under uncertainty and time-inconsistent preferences
    Journal of Financial Economics, 2007, 84, (1), 2-39 Downloads View citations (63)
    See also Working Paper (2006)
  4. Investment, consumption, and hedging under incomplete markets
    Journal of Financial Economics, 2007, 86, (3), 608-642 Downloads View citations (53)
    See also Working Paper (2007)

2006

  1. Generalizing the permanent-income hypothesis: Revisiting Friedman's conjecture on consumption
    Journal of Monetary Economics, 2006, 53, (4), 737-752 Downloads View citations (19)

2005

  1. Investment timing, agency, and information
    Journal of Financial Economics, 2005, 75, (3), 493-533 Downloads View citations (74)
    See also Working Paper (2005)

2004

  1. Precautionary saving and partially observed income
    Journal of Monetary Economics, 2004, 51, (8), 1645-1681 Downloads View citations (27)

2003

  1. Caballero Meets Bewley: The Permanent-Income Hypothesis in General Equilibrium
    American Economic Review, 2003, 93, (3), 927-936 Downloads View citations (30)

2002

  1. ROBUST PERMANENT INCOME AND PRICING WITH FILTERING
    Macroeconomic Dynamics, 2002, 6, (1), 40-84 Downloads View citations (67)
 
Page updated 2020-07-10