Access Statistics for Zhenyu Wang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Arbitrage pricing theory 8 32 104 589 45 116 339 1,903
Assessing the impact of short-sale constraints on the gains from international diversification 1 2 6 96 2 10 39 518
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 6 14 70 387 14 36 157 933
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 1 5 29 92 4 17 108 331
Portfolio characterization of risk aversion 0 0 0 0 1 6 14 169
THE CAPM IS ALIVE AND WELL 22 51 229 3,520 51 119 481 11,845
The CAPM is alive and well 5 12 30 764 10 21 74 1,321
The Federal Reserve banks' imputed cost of equity capital 3 6 15 277 4 9 58 1,807
The conditional CAPM and the cross-section of expected returns 27 65 298 2,454 68 185 768 5,783
Y2K options and the liquidity premium in Treasury bond markets 0 1 7 26 2 8 43 144
Total Working Papers 73 188 788 8,205 201 527 2,081 24,754


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Note on the Asymptotic Covariance in Fama-MacBeth Regression 1 6 25 101 1 14 51 274
A Shrinkage Approach to Model Uncertainty and Asset Allocation 1 7 15 68 2 10 24 168
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression 1 6 35 123 3 16 99 471
Discussion 0 0 0 1 0 0 1 3
Diversification benefits of emerging markets subject to portfolio constraints 1 2 11 97 1 4 25 272
Efficiency loss and constraints on portfolio holdings1 0 0 1 10 0 1 8 45
Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods 0 0 19 70 2 5 48 176
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 2 2 12 138 5 7 80 1,141
Generalized Method of Moments: Applications in Finance 0 0 0 0 23 45 125 857
Portfolio characterization of risk aversion 0 5 6 20 0 5 8 35
The Conditional CAPM and the Cross-Section of Expected Returns 7 22 72 354 12 44 162 844
The Federal Reserve's imputed cost of equity capital: a survey 0 0 1 53 0 0 10 202
Total Journal Articles 13 50 197 1,035 49 151 641 4,488


Statistics updated 2009-12-07