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 0 0 1 906 0 0 17 3,591
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 0 1 2 615
Design of contingent capital with a stock price trigger for mandatory conversion 0 0 0 114 0 1 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 1 1 4 603
Performance maximization of actively managed funds 0 0 0 20 0 0 3 114
THE CAPM IS ALIVE AND WELL 1 1 7 4,243 1 3 18 13,623
The CAPM is alive and well 1 2 10 1,168 1 5 46 3,018
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 2 2 3 3,334 5 9 22 8,951
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 1 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 2 47 0 1 5 308
Total Working Papers 4 5 24 10,828 9 22 130 33,370


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 1 120 0 1 5 373
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 1 4 7 1,347
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 2 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 4 626 5 7 15 1,765
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 0 0 238
Total Journal Articles 1 3 8 1,214 7 15 37 5,720


Statistics updated 2025-09-05