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	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
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	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

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Statistics updated 2025-09-05