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 2 5 905 1 3 31 3,569
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 1 1 2 613
Design of contingent capital with a stock price trigger for mandatory conversion 0 0 0 114 0 1 1 325
Did the Fed’s Term Auction Facility Work? 0 0 0 24 0 0 0 32
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 1 1 1 552 1 1 1 1,510
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 1 144 0 0 2 599
Performance maximization of actively managed funds 0 0 1 20 0 0 1 111
THE CAPM IS ALIVE AND WELL 0 2 10 4,235 5 7 23 13,602
The CAPM is alive and well 3 6 41 1,158 11 21 160 2,957
The Federal Reserve banks' imputed cost of equity capital 0 0 0 5 0 0 0 40
The conditional CAPM and the cross-section of expected returns 0 2 5 3,329 2 9 23 8,927
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 1 1 2 554
Valuing the Treasury's Capital Assistance Program 0 0 0 9 0 0 1 69
Y2K options and the liquidity premium in Treasury bond markets 0 0 0 45 0 0 2 302
Total Working Papers 5 13 64 10,801 22 44 249 33,210


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 3 117 0 2 6 363
Diversification benefits of emerging markets subject to portfolio constraints 0 0 3 161 0 1 5 508
Efficiency loss and constraints on portfolio holdings 0 1 1 37 0 1 2 148
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 0 162 0 0 0 1,340
Generalized Method of Moments: Applications in Finance 0 0 0 0 0 0 6 1,239
Portfolio characterization of risk aversion 0 0 2 43 0 0 2 90
The Conditional CAPM and the Cross-Section of Expected Returns 0 1 1 622 1 3 17 1,747
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 0 0 238
Total Journal Articles 0 2 10 1,203 1 7 38 5,673


Statistics updated 2024-06-06