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 0 6 44 3,635
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 1 2 14 629
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 0 16 52
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 0 553 1 1 8 1,520
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 1 6 609
Performance maximization of actively managed funds 0 0 1 21 1 1 9 123
THE CAPM IS ALIVE AND WELL 0 0 0 4,243 1 1 8 13,631
The CAPM is alive and well 1 1 4 1,172 1 3 29 3,047
The Federal Reserve Banks' Imputed Cost of Equity Capital 0 0 0 5 0 0 11 54
The conditional CAPM and the cross-section of expected returns 0 0 5 3,339 2 6 56 9,007
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 3 3 16 574
Valuing the Treasury's Capital Assistance Program 0 0 0 9 0 1 8 77
Y2K options and the liquidity premium in Treasury bond markets 0 0 0 47 0 2 18 326
Total Working Papers 1 1 10 10,838 10 27 253 33,623


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 1 3 123 0 3 10 383
Diversification benefits of emerging markets subject to portfolio constraints 0 0 1 164 0 0 25 536
Efficiency loss and constraints on portfolio holdings 0 1 2 39 0 1 5 154
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 0 163 1 3 11 1,358
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 1 13 1,258
Portfolio characterization of risk aversion 0 0 0 44 0 2 6 98
The Conditional CAPM and the Cross-Section of Expected Returns 0 0 3 629 1 4 43 1,808
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 1 1 12 250
Total Journal Articles 0 2 9 1,223 4 15 125 5,845


Statistics updated 2026-09-10