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 6 15 44 3,635
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 0 5 12 627
Design of contingent capital with a stock price trigger for mandatory conversion 0 0 0 114 0 0 10 339
Did the Fed’s Term Auction Facility Work? 0 0 0 24 0 7 16 52
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 0 553 0 4 7 1,519
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 0 6 608
Performance maximization of actively managed funds 0 0 1 21 0 4 8 122
THE CAPM IS ALIVE AND WELL 0 0 1 4,243 0 1 8 13,630
The CAPM is alive and well 0 0 4 1,171 1 1 30 3,045
The Federal Reserve Banks' Imputed Cost of Equity Capital 0 0 0 5 0 1 11 54
The conditional CAPM and the cross-section of expected returns 0 0 7 3,339 4 18 60 9,005
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 0 4 14 571
Valuing the Treasury's Capital Assistance Program 0 0 0 9 0 3 7 76
Y2K options and the liquidity premium in Treasury bond markets 0 0 0 47 1 4 18 325
Total Working Papers 0 0 13 10,837 12 67 251 33,608


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 2 122 0 1 7 380
Diversification benefits of emerging markets subject to portfolio constraints 0 0 1 164 0 5 25 536
Efficiency loss and constraints on portfolio holdings 0 0 1 38 0 0 4 153
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 0 163 1 4 10 1,356
Generalized Method of Moments: Applications in Finance 0 0 0 0 0 3 13 1,257
Portfolio characterization of risk aversion 0 0 0 44 0 1 5 96
The Conditional CAPM and the Cross-Section of Expected Returns 0 0 4 629 3 20 47 1,807
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 6 11 249
Total Journal Articles 0 0 8 1,221 4 40 122 5,834


Statistics updated 2026-07-10