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 5 19 3,591
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 1 2 2 615
Design of contingent capital with a stock price trigger for mandatory conversion 0 0 0 114 1 1 4 329
Did the Fed’s Term Auction Facility Work? 0 0 0 24 0 1 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 3 602
Performance maximization of actively managed funds 0 0 0 20 0 0 3 114
THE CAPM IS ALIVE AND WELL 0 2 6 4,242 2 7 18 13,622
The CAPM is alive and well 1 2 9 1,167 2 5 50 3,015
The Federal Reserve banks' imputed cost of equity capital 0 0 0 5 0 0 3 43
The conditional CAPM and the cross-section of expected returns 0 1 2 3,332 3 6 17 8,945
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 0 1 3 557
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 1 2 47 0 1 5 307
Total Working Papers 1 6 21 10,824 9 30 133 33,357


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 1 1 3 120 1 1 10 373
Diversification benefits of emerging markets subject to portfolio constraints 0 1 2 163 0 1 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 1 1 163 3 4 6 1,346
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 1 4 1,244
Portfolio characterization of risk aversion 0 0 1 44 0 0 1 91
The Conditional CAPM and the Cross-Section of Expected Returns 1 2 3 625 2 3 12 1,760
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 0 0 238
Total Journal Articles 2 5 10 1,213 7 10 37 5,712


Statistics updated 2025-07-04