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	0	906	3	7	18	3,599
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	1	2	4	617
Design of contingent capital with a stock price trigger for mandatory conversion	0	0	0	114	2	2	4	331
Did the Fed’s Term Auction Facility Work?	0	0	0	24	3	5	7	41
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	0	553	0	1	2	1,513
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	0	0	3	603
Performance maximization of actively managed funds	0	1	1	21	1	2	4	116
THE CAPM IS ALIVE AND WELL	0	0	6	4,243	0	4	15	13,627
The CAPM is alive and well	0	1	9	1,169	0	13	41	3,033
The Federal Reserve Banks' Imputed Cost of Equity Capital	0	0	0	5	3	4	6	47
The conditional CAPM and the cross-section of expected returns	1	1	5	3,336	10	15	37	8,971
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	0	1	3	559
Valuing the Treasury's Capital Assistance Program	0	0	0	9	1	2	2	71
Y2K options and the liquidity premium in Treasury bond markets	0	0	1	47	3	4	7	312
Total Working Papers	1	3	22	10,832	27	62	153	33,440

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	121	0	1	6	375
Diversification benefits of emerging markets subject to portfolio constraints	0	1	2	164	4	10	11	521
Efficiency loss and constraints on portfolio holdings	0	1	1	38	0	1	1	150
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks	0	0	1	163	1	4	9	1,351
Generalized Method of Moments: Applications in Finance	0	0	0	0	3	6	9	1,251
Portfolio characterization of risk aversion	0	0	0	44	0	1	2	93
The Conditional CAPM and the Cross-Section of Expected Returns	0	0	4	627	4	10	23	1,777
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	1	1	1	239
Total Journal Articles	0	2	10	1,218	13	34	62	5,757

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Statistics updated 2026-01-09