Zhenyu Wang
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Identifer
Contact
Affiliations
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Federal Reserve Bank of New York (weight: 50%)
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Federal Reserve Bank of New York
/ Research and Statistics Group (weight: 50%)
Research profile
author of:
- Generalized Method of Moments: Applications in Finance (repec:bes:jnlbes:v:20:y:2002:i:4:p:470-81)
by Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu - The Conditional CAPM and the Cross-Section of Expected Returns (repec:bla:jfinan:v:51:y:1996:i:1:p:3-53)
by Jagannathan, Ravi & Wang, Zhenyu - Portfolio characterization of risk aversion (repec:eee:ecolet:v:45:y:1994:i:2:p:259-265)
by Wang, Zhenyu & Werner, Jan - Diversification benefits of emerging markets subject to portfolio constraints (repec:eee:empfin:v:10:y:2003:i:1-2:p:57-80)
by Li, Kai & Sarkar, Asani & Wang, Zhenyu - Efficiency loss and constraints on portfolio holdings (repec:eee:jfinec:v:48:y:1998:i:3:p:359-375)
by Wang, Zhenyu - The Federal Reserve Banks' Imputed Cost of Equity Capital (repec:fip:fedfwp:2001-01)
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - The Federal Reserve's imputed cost of equity capital: a survey (repec:fip:fedhle:y:2001:i:jul:n:167)
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - The CAPM is alive and well (repec:fip:fedmsr:165)
by Ravi Jagannathan & Zhenyu Wang - The conditional CAPM and the cross-section of expected returns (repec:fip:fedmsr:208)
by Ravi Jagannathan & Zhenyu Wang - Formulating the imputed cost of equity capital for priced services at Federal Reserve banks (repec:fip:fednep:y:2003:i:sep:p:55-81:n:v.9no.3)
by Edward J. Green & Jose A. Lopez & Zhenyu Wang - Did the Fed’s Term Auction Facility Work? (repec:fip:fednls:86769)
by James J. McAndrews & Asani Sarkar & Zhenyu Wang - Arbitrage pricing theory (repec:fip:fednsr:216)
by Gur Huberman & Zhenyu Wang - Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims (repec:fip:fednsr:265)
by Zhenyu Wang & Xiaoyan Zhang - Y2K options and the liquidity premium in Treasury bond markets (repec:fip:fednsr:266)
by Suresh Sundaresan & Zhenyu Wang - The effect of the Term Auction Facility on the London inter-bank offered rate (repec:fip:fednsr:335)
by James J. McAndrews & Asani Sarkar & Zhenyu Wang - Valuing the Treasury's Capital Assistance Program (repec:fip:fednsr:413)
by Paul Glasserman & Zhenyu Wang - Performance maximization of actively managed funds (repec:fip:fednsr:427)
by Paolo Guasoni & Gur Huberman & Zhenyu Wang - Design of contingent capital with a stock price trigger for mandatory conversion (repec:fip:fednsr:448)
by Suresh Sundaresan & Zhenyu Wang - Assessing the impact of short-sale constraints on the gains from international diversification (repec:fip:fednsr:89)
by Kai Li & Asani Sarkar & Zhenyu Wang - Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods (repec:nbr:nberwo:8098)
by Ravi Jagannathan & Zhenyu Wang - A Shrinkage Approach to Model Uncertainty and Asset Allocation (repec:oup:rfinst:v:18:y:2005:i:2:p:673-705)
by Zhenyu Wang - The Capm Is Alive And Well (repec:wpa:wuwpfi:9402001)
by Ravi Jagannathan & Zhenyu Wang