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 2 2 5 899 4 8 56 3,533
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 0 0 1 609
Design of contingent capital with a stock price trigger for mandatory conversion 0 1 3 114 2 5 8 323
Did the Fed’s Term Auction Facility Work? 0 0 0 24 0 1 3 32
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 0 551 0 0 4 1,509
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 143 0 0 0 597
Performance maximization of actively managed funds 0 0 1 19 0 0 1 110
THE CAPM IS ALIVE AND WELL 0 2 5 4,223 0 3 13 13,577
The CAPM is alive and well 8 19 83 1,110 47 126 411 2,754
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 1 3 17 3,324 2 8 41 8,902
The effect of the Term Auction Facility on the London inter-bank offered rate 1 1 3 155 1 4 10 548
Valuing the Treasury's Capital Assistance Program 0 0 0 9 0 0 2 68
Y2K options and the liquidity premium in Treasury bond markets 0 0 0 45 0 0 1 300
Total Working Papers 12 28 117 10,725 56 155 551 32,902


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 2 114 0 3 6 356
Diversification benefits of emerging markets subject to portfolio constraints 0 0 5 158 0 1 13 503
Efficiency loss and constraints on portfolio holdings 0 0 1 36 0 1 3 146
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 0 162 0 0 4 1,340
Generalized Method of Moments: Applications in Finance 0 0 0 0 0 0 0 1,232
Portfolio characterization of risk aversion 0 0 1 41 0 0 2 88
The Conditional CAPM and the Cross-Section of Expected Returns 0 2 4 621 2 5 17 1,728
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 0 0 238
Total Journal Articles 0 3 13 1,193 2 10 45 5,631


Statistics updated 2023-05-07