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 0 0 0 906 8 21 40 3,628
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 5 5 14 627
Design of contingent capital with a stock price trigger for mandatory conversion 0 0 0 114 0 4 11 339
Did the Fed’s Term Auction Facility Work? 0 0 0 24 6 8 15 51
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 0 553 4 5 7 1,519
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 3 6 608
Performance maximization of actively managed funds 0 0 1 21 4 4 8 122
THE CAPM IS ALIVE AND WELL 0 0 2 4,243 1 3 14 13,630
The CAPM is alive and well 0 2 5 1,171 0 7 33 3,044
The Federal Reserve Banks' Imputed Cost of Equity Capital 0 0 0 5 1 4 11 54
The conditional CAPM and the cross-section of expected returns 0 1 7 3,339 13 21 60 9,000
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 2 6 13 569
Valuing the Treasury's Capital Assistance Program 0 0 0 9 3 3 7 76
Y2K options and the liquidity premium in Treasury bond markets 0 0 0 47 1 4 15 322
Total Working Papers 0 3 15 10,837 48 98 254 33,589


Journal Article File Downloads Abstract Views
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 3 122 1 3 8 380
Diversification benefits of emerging markets subject to portfolio constraints 0 0 1 164 4 6 24 535
Efficiency loss and constraints on portfolio holdings 0 0 1 38 0 1 4 153
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 0 163 3 3 12 1,355
Generalized Method of Moments: Applications in Finance 0 0 0 0 2 3 13 1,256
Portfolio characterization of risk aversion 0 0 0 44 1 1 5 96
The Conditional CAPM and the Cross-Section of Expected Returns 0 0 6 629 14 19 44 1,801
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 6 6 11 249
Total Journal Articles 0 0 11 1,221 31 42 121 5,825


Statistics updated 2026-05-06