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	0	3	18	3,591
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	0	2	2	615
Design of contingent capital with a stock price trigger for mandatory conversion	0	0	0	114	0	1	3	329
Did the Fed’s Term Auction Facility Work?	0	0	0	24	0	0	4	36
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	1	553	0	0	2	1,512
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	0	0	3	602
Performance maximization of actively managed funds	0	0	0	20	0	0	3	114
THE CAPM IS ALIVE AND WELL	0	1	6	4,242	0	6	18	13,622
The CAPM is alive and well	0	1	9	1,167	2	6	51	3,017
The Federal Reserve banks' imputed cost of equity capital	0	0	0	5	0	0	3	43
The conditional CAPM and the cross-section of expected returns	0	0	2	3,332	1	6	18	8,946
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	0	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	0	2	47	1	1	6	308
Total Working Papers	0	2	21	10,824	4	26	134	33,361

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	1	2	120	0	1	7	373
Diversification benefits of emerging markets subject to portfolio constraints	0	0	2	163	0	0	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	0	1	163	0	3	6	1,346
Generalized Method of Moments: Applications in Finance	0	0	0	0	0	1	4	1,244
Portfolio characterization of risk aversion	0	0	0	44	1	1	1	92
The Conditional CAPM and the Cross-Section of Expected Returns	0	2	3	625	0	3	10	1,760
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	0	0	0	238
Total Journal Articles	0	3	8	1,213	1	9	32	5,713

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Statistics updated 2025-08-05