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	1	1	16	3,592
Assessing the impact of short-sale constraints on the gains from international diversification	0	0	0	104	0	0	2	615
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	0	0	4	36
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods	0	0	1	553	0	0	2	1,512
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims	0	0	0	144	0	1	4	603
Performance maximization of actively managed funds	0	0	0	20	0	0	3	114
THE CAPM IS ALIVE AND WELL	0	1	7	4,243	0	1	16	13,623
The CAPM is alive and well	0	1	10	1,168	2	5	42	3,020
The Federal Reserve banks' imputed cost of equity capital	0	0	0	5	0	0	2	43
The conditional CAPM and the cross-section of expected returns	1	3	4	3,335	5	11	26	8,956
The effect of the Term Auction Facility on the London inter-bank offered rate	0	0	0	157	0	1	3	558
Valuing the Treasury's Capital Assistance Program	0	0	0	9	0	0	0	69
Y2K options and the liquidity premium in Treasury bond markets	0	0	1	47	0	1	3	308
Total Working Papers	1	5	23	10,829	8	21	125	33,378

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	2	121	1	1	6	374
Diversification benefits of emerging markets subject to portfolio constraints	0	0	2	163	0	0	3	511
Efficiency loss and constraints on portfolio holdings	0	0	0	37	0	0	1	149
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks	0	0	1	163	0	1	7	1,347
Generalized Method of Moments: Applications in Finance	0	0	0	0	0	1	5	1,245
Portfolio characterization of risk aversion	0	0	0	44	0	1	1	92
The Conditional CAPM and the Cross-Section of Expected Returns	1	2	5	627	2	7	15	1,767
The Federal Reserve's imputed cost of equity capital: a survey	0	0	0	61	0	0	0	238
Total Journal Articles	2	3	10	1,216	3	11	38	5,723

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06