Zhenyu Wang
Names
Contact
Affiliations
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Federal Reserve Bank of New York
- website
- location: New York City, New York (United States)
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Federal Reserve Bank of New York
→ Research and Statistics Group
- website
- location: New York City, New York (United States)
Research profile
author of:
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Formulating the imputed cost of equity capital for priced services at Federal Reserve banks
by Edward J. Green & Jose A. Lopez & Zhenyu Wang
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Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods
by Ravi Jagannathan & Zhenyu Wang
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Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims
by Zhenyu Wang & Xiaoyan Zhang
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Y2K options and the liquidity premium in Treasury bond markets
by Suresh Sundaresan & Zhenyu Wang
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The Federal Reserve's imputed cost of equity capital: a survey
by Edward J. Green & Jose A. Lopez & Zhenyu Wang
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Arbitrage pricing theory
by Gur Huberman & Zhenyu Wang
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The conditional CAPM and the cross-section of expected returns
by Ravi Jagannathan & Zhenyu Wang
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THE CAPM IS ALIVE AND WELL
by Ravi Jagannathan & Zhenyu Wang
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Assessing the impact of short-sale constraints on the gains from international diversification
by Kai Li & Asani Sarkar & Zhenyu Wang
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Generalized Method of Moments: Applications in Finance.
by Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu
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Diversification benefits of emerging markets subject to portfolio constraints
by Li, Kai & Sarkar, Asani & Wang, Zhenyu
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Efficiency loss and constraints on portfolio holdings
by Wang, Zhenyu
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Portfolio characterization of risk aversion
by Wang, Zhenyu & Werner, Jan
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The CAPM is alive and well
by Ravi Jagannathan & Zhenyu Wang
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A Shrinkage Approach to Model Uncertainty and Asset Allocation
by Zhenyu Wang
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The Conditional CAPM and the Cross-Section of Expected Returns.
by Jagannathan, Ravi & Wang, Zhenyu
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The effect of the Term Auction Facility on the London inter-bank offered rate
by James J. McAndrews & Asani Sarkar & Zhenyu Wang
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Design of contingent capital with a stock price trigger for mandatory conversion
by Suresh Sundaresan & Zhenyu Wang
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The Federal Reserve banks' imputed cost of equity capital
by Edward J. Green & Jose A. Lopez & Zhenyu Wang
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Did the Fed’s Term Auction Facility Work?
by James J. McAndrews & Asani Sarkar & Zhenyu Wang
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Valuing the Treasury's Capital Assistance Program
by Paul Glasserman & Zhenyu Wang
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Performance maximization of actively managed funds
by Paolo Guasoni & Gur Huberman & Zhenyu Wang