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 0 906 5 16 27 3,612
Assessing the impact of short-sale constraints on the gains from international diversification 0 0 0 104 0 6 9 622
Design of contingent capital with a stock price trigger for mandatory conversion 0 0 0 114 2 8 10 337
Did the Fed’s Term Auction Facility Work? 0 0 0 24 1 6 10 44
Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods 0 0 0 553 0 1 3 1,514
Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims 0 0 0 144 0 2 5 605
Performance maximization of actively managed funds 0 0 1 21 0 3 4 118
THE CAPM IS ALIVE AND WELL 0 0 3 4,243 1 1 13 13,628
The CAPM is alive and well 2 2 6 1,171 5 9 36 3,042
The Federal Reserve Banks' Imputed Cost of Equity Capital 0 0 0 5 2 8 10 52
The conditional CAPM and the cross-section of expected returns 0 3 7 3,338 4 22 46 8,983
The effect of the Term Auction Facility on the London inter-bank offered rate 0 0 0 157 2 6 9 565
Valuing the Treasury's Capital Assistance Program 0 0 0 9 0 3 4 73
Y2K options and the liquidity premium in Treasury bond markets 0 0 1 47 2 11 14 320
Total Working Papers 2 5 18 10,836 24 102 200 33,515


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 3 122 2 4 8 379
Diversification benefits of emerging markets subject to portfolio constraints 0 0 2 164 1 13 20 530
Efficiency loss and constraints on portfolio holdings 0 0 1 38 1 3 4 153
Formulating the imputed cost of equity capital for priced services at Federal Reserve banks 0 0 1 163 0 2 10 1,352
Generalized Method of Moments: Applications in Finance 0 0 0 0 1 6 11 1,254
Portfolio characterization of risk aversion 0 0 0 44 0 2 4 95
The Conditional CAPM and the Cross-Section of Expected Returns 0 2 6 629 3 12 29 1,785
The Federal Reserve's imputed cost of equity capital: a survey 0 0 0 61 0 5 5 243
Total Journal Articles 0 3 13 1,221 8 47 91 5,791


Statistics updated 2026-03-04