Browse by ORCID

Journal article

WANG, J., TAN, L., WANG, Y. and WANG, J.Y., 2024. Strategic thinking: the core of investment decision-making in Fund-of-Fund (FoF). Journal of Chinese Economic and Business Studies. ISSN 1476-5284

NGUYEN, L.H., NGUYEN, L.X.D. and TAN, L., 2020. Tail risk connectedness between US industries. International Journal of Finance and Economics. ISSN 1076-9307

HARRIS, R.D.F., STOJA, E. and TAN, L., 2017. The dynamic Black-Litterman approach to asset allocation. European Journal of Operational Research, 259 (3), pp. 1085-1096. ISSN 0377-2217

Conference contribution

LIU, C., YOONG LIM, K. and TAN, L., 2023. Loan loss provision, unsecured-collateralized loan choice and financial stability in China. In: WEAI 17th International Conference, Melbourne, Australia, 12-15 April 2023.

CHEAH, J., TAN, L. and DAO, T., 2021. Herding intensity and speed of adjustment in virtual currencies. In: International Federation of Operational Research Societies (IFORS), Seoul, Korea [virtual], 22-27 August 2021. (Forthcoming)

CHEAH, E.-T., TAN, L., MISHRA, T. and DAO, T., 2021. Speed of adjustment and a responsiveness index in Bitcoin markets. In: International Federation of Operational Research Societies (IFORS), Seoul, Korea [virtual], 22-27 August 2021. (Forthcoming)

WANG, J., WANG, J., TAN, L. and WANG, Y., 2020. Investment decisions through strategic thinking: evidence from Fund of Funds (FoF) managers. In: BAM Strategy SIG Virtual Conference, Virtual, 1 September 2020.

TAN, L., NGUYEN, L. and NGUYEN, L., 2019. Tail risk connectedness between US industries. In: European Financial Management Association 2019 Annual Meeting, University of Azores, Ponta Delgada, Island of S. Miguel, Portugal, 26-29 June 2019.

TAN, L., 2016. The dynamic Black-Litterman approach to asset allocation. In: Financial Econometrics and Empirical Asset Pricing Conference, Lancaster University, Lancaster, 30 June -1 July 2016.

TAN, L., STOJA, E. and HARRIS, R., 2016. The dynamic Black-Litterman approach to asset allocation. In: 9th Financial Risks International Forum, Paris, 21-22 March 2016.

TAN, L., 2013. Dynamic asset allocation in the Black-Litterman framework. In: University of Exeter Business School Annual Conference, University of Exeter, Exeter, 2013.

Working paper

HARRIS, R.D.F., STOJA, E. and TAN, L., 2016. The dynamic Black-Litterman approach to asset allocation. London: Bank of England.