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	8	14	24	3,607
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	5	6	9	622
Design of contingent capital with a stock price trigger for mandatory conversion	0	0	0	114	4	6	8	335
Did the Fed’s Term Auction Facility Work?	0	0	0	24	2	7	9	43
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	0	553	1	2	3	1,514
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	2	2	5	605
Performance maximization of actively managed funds	0	0	1	21	2	3	4	118
THE CAPM IS ALIVE AND WELL	0	0	4	4,243	0	3	13	13,627
The CAPM is alive and well	0	1	5	1,169	4	12	37	3,037
The Federal Reserve Banks' Imputed Cost of Equity Capital	0	0	0	5	3	6	8	50
The conditional CAPM and the cross-section of expected returns	2	3	7	3,338	8	20	44	8,979
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	4	5	7	563
Valuing the Treasury's Capital Assistance Program	0	0	0	9	2	3	4	73
Y2K options and the liquidity premium in Treasury bond markets	0	0	1	47	6	10	12	318
Total Working Papers	2	4	18	10,834	51	99	187	33,491

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	1	1	3	122	2	3	6	377
Diversification benefits of emerging markets subject to portfolio constraints	0	1	2	164	8	16	19	529
Efficiency loss and constraints on portfolio holdings	0	1	1	38	2	3	3	152
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks	0	0	1	163	1	5	10	1,352
Generalized Method of Moments: Applications in Finance	0	0	0	0	2	6	11	1,253
Portfolio characterization of risk aversion	0	0	0	44	2	3	4	95
The Conditional CAPM and the Cross-Section of Expected Returns	2	2	6	629	5	9	28	1,782
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	4	5	5	243
Total Journal Articles	3	5	13	1,221	26	50	86	5,783

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Statistics updated 2026-02-12