1. "Valuing private equity," Morten Sorensen, Neng Wang, and Jinqiang Yang, updated August 2013, conditionally accepted, Review of Finanical Studies

  2. "The Economics of Hedge Funds," Yingcong Lan, Neng Wang, and Jinqiang Yang, Journal of Financial Economics, 110, 300-323, 2013

  3. "Market Timing, Investment, and Risk Management," Patrick Bolton, Hui Chen and Neng Wang, Journal of Financial Economics, 109, 40-62, 2013

  4. "The Economic and Policy Consequences of Catastrophes," Robert S. Pindyck and Neng Wang,American Economic Journal: Economic Policy, 5(4), 306-339, 2013

  5. "Dynamic agency and the q theory of investment," Peter DeMarzo, Mike Fishman, Zhiguo He, and Neng Wang, Journal of Finance, 67(6),
    2295-2340, 2012

  6. "A Unified Model of Entrepreneurship Dynamics," Chong Wang, Neng Wang, and Jinqiang Yang, Journal of Financial Economics, 106(1), 1-23, (2012), lead article

  7. "A unified theory of Tobin’s q, corporate investment, financing, and risk management," Patrick Bolton, Hui Chen, and Neng Wang, Journal of Finance, 66(5), 1545-1578, (2011)

  8. "Risk, Uncertainty, and Option Exercise," Jianjun Miao and Neng Wang, Journal of Economic Dynamics & Control, 35(4), 442‐461, (2011)

  9. "Entrepreneurial Finance and Non-diversifiable Risk," Hui Chen, Jianjun Miao, and Neng Wang, Review of Financial Studies, 23(12), 4348‐88, (2010)

  10. "Optimal Consumption and Assest Allocation with Unknown Income Growth" Neng Wang, Journal of Monetary Economics, 56(4), 524-34, (2009)
          -For Appendix, please click here. (updated May 2008)

  11. "Capital Reallocation and Growth," Janice Eberly and Neng Wang, American Economic Review Papers and Proceedings, 99 (2), 560-66, (2009)

  12. "Agency Conflicts, Investment and Asset Pricing," Rui Albuquerque and Neng Wang, Journal of Finance, 63(1), 1-40, 2008 (lead article)
          Smith-Breeden Distinguished Paper Prize by the Journal of       Finance

  13. "Investment under Uncertainty with Strategic Debt Service," Suresh Sundaresan and Neng Wang, American Economic Review Papers & Proceedings, 97(2), 256-261 (2007)

  14. "Investment, Consumption and Hedging under Incomplete Markets," Jianjun Miao and Neng Wang, Journal of Financial Economics, 86, 608-642, 2007.

  15. "An Equilibrium Model of Wealth Distribution," Neng Wang, Journal of Monetary Economics, 54 (7), 1882-1904, (2007)
       -working paper version containing appendices, click here

  16. "Investment under Uncertainty and Time-Inconsistent Preference," Steven R. Grenadier and Neng Wang, Journal of Financial Economics, 84, 2-39, 2007 (lead article)

  17. "Generalizing the Permanent-Income Hypothesis: Revisiting Friedman's Conjecture on Consumption," Neng Wang, Journal of Monetary Economics, 53(4), 737-52, (2006)

  18. "Investment timing, agency, and information," Steven R. Grenadier and Neng Wang, Journal of Financial Economics 75 (2005): pp. 493–533. (lead article)

  19. "Precautionary saving and partially observed income," Neng Wang Journal of Monetary Economics 51 (2004): pp. 1645–1681

  20. "Caballero Meets Bewley: The Permanent-Income Hypothesis in General Equilibrium," Neng Wang, American Economic Review 93 (2003): pp. 927-936

  21. "Robust Permanent Income and Pricing with Filtering," Lars Peter Hansen, Thomas Sargent and Neng Wang, Macroeconomic Dynamics 6 (2002): pp. 40–84.

 

Click here for working papers