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 1 3 17 880 4 19 73 3,368
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 1 104 0 0 4 602
Design of contingent capital with a stock price trigger for mandatory conversion 1 1 4 108 1 5 23 305
Did the Fed’s Term Auction Facility Work? 0 0 22 22 3 7 18 18
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 1 550 1 1 15 1,495
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 1 3 142 0 2 12 588
Performance maximization of actively managed funds 0 0 0 18 0 0 3 103
THE CAPM IS ALIVE AND WELL 1 2 2 4,218 2 3 14 13,547
The CAPM is alive and well 2 11 23 901 16 58 116 1,772
The Federal Reserve banks' imputed cost of equity capital 0 0 0 5 0 1 5 35
The conditional CAPM and the cross-section of expected returns 1 2 19 3,277 6 18 78 8,742
The effect of the Term Auction Facility on the London inter-bank offered rate 1 2 10 150 2 10 34 472
Valuing the Treasury's Capital Assistance Program 0 0 0 8 0 0 0 63
Y2K options and the liquidity premium in Treasury bond markets 0 0 0 45 0 3 6 293
Total Working Papers 7 22 102 10,428 35 127 401 31,403


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 1 1 3 111 1 3 13 338
Diversification benefits of emerging markets subject to portfolio constraints 0 0 4 145 1 2 13 460
Efficiency loss and constraints on portfolio holdings 0 0 5 29 0 0 15 127
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 1 162 0 1 10 1,328
Generalized Method of Moments: Applications in Finance 0 0 0 0 2 4 11 1,215
Portfolio characterization of risk aversion 0 0 0 40 0 0 1 85
The Conditional CAPM and the Cross-Section of Expected Returns 2 3 19 584 5 15 69 1,607
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 60 0 0 2 235
Total Journal Articles 3 4 32 1,131 9 25 134 5,395


Statistics updated 2020-11-03