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	1	3	17	880	4	19	73	3,368
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	1	104	0	0	4	602
Design of contingent capital with a stock price trigger for mandatory conversion	1	1	4	108	1	5	23	305
Did the Fed’s Term Auction Facility Work?	0	0	22	22	3	7	18	18
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	1	550	1	1	15	1,495
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	1	3	142	0	2	12	588
Performance maximization of actively managed funds	0	0	0	18	0	0	3	103
THE CAPM IS ALIVE AND WELL	1	2	2	4,218	2	3	14	13,547
The CAPM is alive and well	2	11	23	901	16	58	116	1,772
The Federal Reserve banks' imputed cost of equity capital	0	0	0	5	0	1	5	35
The conditional CAPM and the cross-section of expected returns	1	2	19	3,277	6	18	78	8,742
The effect of the Term Auction Facility on the London inter-bank offered rate	1	2	10	150	2	10	34	472
Valuing the Treasury's Capital Assistance Program	0	0	0	8	0	0	0	63
Y2K options and the liquidity premium in Treasury bond markets	0	0	0	45	0	3	6	293
Total Working Papers	7	22	102	10,428	35	127	401	31,403

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	111	1	3	13	338
Diversification benefits of emerging markets subject to portfolio constraints	0	0	4	145	1	2	13	460
Efficiency loss and constraints on portfolio holdings	0	0	5	29	0	0	15	127
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks	0	0	1	162	0	1	10	1,328
Generalized Method of Moments: Applications in Finance	0	0	0	0	2	4	11	1,215
Portfolio characterization of risk aversion	0	0	0	40	0	0	1	85
The Conditional CAPM and the Cross-Section of Expected Returns	2	3	19	584	5	15	69	1,607
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	60	0	0	2	235
Total Journal Articles	3	4	32	1,131	9	25	134	5,395

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Statistics updated 2020-11-03