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	0	906	3	5	18	3,596
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	0	1	3	616
Design of contingent capital with a stock price trigger for mandatory conversion	0	0	0	114	0	0	2	329
Did the Fed’s Term Auction Facility Work?	0	0	0	24	2	2	5	38
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	1	553	1	1	3	1,513
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	0	0	3	603
Performance maximization of actively managed funds	0	1	1	21	0	1	3	115
THE CAPM IS ALIVE AND WELL	0	0	7	4,243	3	4	16	13,627
The CAPM is alive and well	1	1	9	1,169	8	15	43	3,033
The Federal Reserve Banks' Imputed Cost of Equity Capital	0	0	0	5	0	1	3	44
The conditional CAPM and the cross-section of expected returns	0	1	4	3,335	2	10	28	8,961
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	1	1	4	559
Valuing the Treasury's Capital Assistance Program	0	0	0	9	0	1	1	70
Y2K options and the liquidity premium in Treasury bond markets	0	0	1	47	1	1	4	309
Total Working Papers	1	3	23	10,831	21	43	136	33,413

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	1	2	121	1	2	7	375
Diversification benefits of emerging markets subject to portfolio constraints	1	1	2	164	4	6	7	517
Efficiency loss and constraints on portfolio holdings	1	1	1	38	1	1	1	150
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks	0	0	1	163	3	3	9	1,350
Generalized Method of Moments: Applications in Finance	0	0	0	0	1	3	7	1,248
Portfolio characterization of risk aversion	0	0	0	44	1	1	2	93
The Conditional CAPM and the Cross-Section of Expected Returns	0	1	4	627	0	8	19	1,773
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	0	0	0	238
Total Journal Articles	2	4	10	1,218	11	24	52	5,744

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Statistics updated 2025-12-06