1. "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)

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

  3. "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

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

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

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

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

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

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

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

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

  12. "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