Access Statistics for Zhenyu Wang

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Arbitrage pricing theory	0	0	2	906	2	5	20	3,588
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	0	0	1	613
Design of contingent capital with a stock price trigger for mandatory conversion	0	0	0	114	0	1	3	328
Did the Fed’s Term Auction Facility Work?	0	0	0	24	1	2	4	36
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	2	553	0	1	3	1,512
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	1	2	3	602
Performance maximization of actively managed funds	0	0	0	20	0	0	3	114
THE CAPM IS ALIVE AND WELL	1	2	6	4,241	1	2	19	13,616
The CAPM is alive and well	1	2	11	1,166	1	11	65	3,011
The Federal Reserve banks' imputed cost of equity capital	0	0	0	5	0	1	3	43
The conditional CAPM and the cross-section of expected returns	1	1	3	3,332	1	5	15	8,940
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	0	0	3	556
Valuing the Treasury's Capital Assistance Program	0	0	0	9	0	0	0	69
Y2K options and the liquidity premium in Treasury bond markets	1	1	2	47	1	1	5	307
Total Working Papers	4	6	26	10,822	8	31	147	33,335

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Shrinkage Approach to Model Uncertainty and Asset Allocation	0	0	2	119	0	1	9	372
Diversification benefits of emerging markets subject to portfolio constraints	1	1	2	163	1	1	3	511
Efficiency loss and constraints on portfolio holdings	0	0	0	37	0	0	1	149
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks	1	1	1	163	1	1	3	1,343
Generalized Method of Moments: Applications in Finance	0	0	0	0	0	1	4	1,243
Portfolio characterization of risk aversion	0	0	1	44	0	0	1	91
The Conditional CAPM and the Cross-Section of Expected Returns	0	0	1	623	0	3	11	1,757
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	0	0	0	238
Total Journal Articles	2	2	7	1,210	2	7	32	5,704

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Statistics updated 2025-05-12