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	2	906	1	5	18	3,586
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	0	0	1	613
Design of contingent capital with a stock price trigger for mandatory conversion	0	0	0	114	1	1	4	328
Did the Fed’s Term Auction Facility Work?	0	0	0	24	1	1	3	35
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	2	553	1	1	3	1,512
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	1	1	2	601
Performance maximization of actively managed funds	0	0	0	20	0	2	3	114
THE CAPM IS ALIVE AND WELL	0	3	6	4,240	0	3	19	13,615
The CAPM is alive and well	0	5	12	1,165	4	18	71	3,010
The Federal Reserve banks' imputed cost of equity capital	0	0	0	5	1	2	3	43
The conditional CAPM and the cross-section of expected returns	0	0	2	3,331	2	5	15	8,939
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	0	0	3	556
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	1	46	0	1	4	306
Total Working Papers	0	8	25	10,818	12	40	149	33,327

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	1	3	10	372
Diversification benefits of emerging markets subject to portfolio constraints	0	0	1	162	0	0	2	510
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	0	162	0	0	2	1,342
Generalized Method of Moments: Applications in Finance	0	0	0	0	0	1	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	0	0	2	623	1	3	13	1,757
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	0	0	0	238
Total Journal Articles	0	0	6	1,208	2	7	33	5,702

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Statistics updated 2025-04-04