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	1	906	3	6	22	3,591
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	1	1	1	614
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	0	2	4	36
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	1	553	0	1	2	1,512
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	0	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	7	4,242	4	5	18	13,620
The CAPM is alive and well	0	1	8	1,166	2	7	56	3,013
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	0	1	3	3,332	2	5	15	8,942
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	1	1	3	557
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	0	1	2	47	0	1	5	307
Total Working Papers	1	5	22	10,823	13	33	138	33,348

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	0	1	2	163	0	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	0	1	1	163	0	1	3	1,343
Generalized Method of Moments: Applications in Finance	0	0	0	0	0	0	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	1	1	2	624	1	2	11	1,758
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	0	0	0	238
Total Journal Articles	1	3	8	1,211	1	5	32	5,705

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Statistics updated 2025-06-06