Zhenyu Wang
Personal Details
First Name: | Zhenyu |
Middle Name: | |
Last Name: | Wang |
Suffix: | |
RePEc Short-ID: | pwa312 |
[This author has chosen not to make the email address public] | |
http://www.ny.frb.org/research/economists/wang/index.html | |
Terminal Degree: | 1995 Department of Economics; University of Minnesota (from RePEc Genealogy) |
Affiliation
(in no particular order)
Federal Reserve Bank of New York
New York City, New York (United States)http://www.newyorkfed.org/
RePEc:edi:frbnyus (more details at EDIRC)
Research and Statistics Group
Federal Reserve Bank of New York
New York City, New York (United States)http://www.newyorkfed.org/research/
RePEc:edi:rfrbnus (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2011. "Did the Fed’s Term Auction Facility Work?," Liberty Street Economics 20111011, Federal Reserve Bank of New York.
- Suresh Sundaresan & Zhenyu Wang, 2010. "Design of contingent capital with a stock price trigger for mandatory conversion," Staff Reports 448, Federal Reserve Bank of New York.
- Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010.
"Performance maximization of actively managed funds,"
Staff Reports
427, Federal Reserve Bank of New York.
- Guasoni, Paolo & Huberman, Gur & Wang, Zhenyu, 2011. "Performance maximization of actively managed funds," Journal of Financial Economics, Elsevier, vol. 101(3), pages 574-595, September.
- Huberman, Gur & Guasoni, Paolo & Wang, Zhenyu, 2010. "Performance Maximization of Actively Managed Funds," CEPR Discussion Papers 7676, C.E.P.R. Discussion Papers.
- Paul Glasserman & Zhenyu Wang, 2009. "Valuing the Treasury's Capital Assistance Program," Staff Reports 413, Federal Reserve Bank of New York.
- James J. McAndrews & Asani Sarkar & Zhenyu Wang, 2008.
"The effect of the Term Auction Facility on the London inter-bank offered rate,"
Staff Reports
335, Federal Reserve Bank of New York.
- McAndrews, James & Sarkar, Asani & Wang, Zhenyu, 2017. "The effect of the term auction facility on the London interbank offered rate," Journal of Banking & Finance, Elsevier, vol. 83(C), pages 135-152.
- Zhenyu Wang & Xiaoyan Zhang, 2006. "Empirical evaluation of asset pricing models: arbitrage and pricing errors over contingent claims," Staff Reports 265, Federal Reserve Bank of New York.
- Suresh Sundaresan & Zhenyu Wang, 2006. "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports 266, Federal Reserve Bank of New York.
- Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001.
"The Federal Reserve banks' imputed cost of equity capital,"
Working Paper Series
2001-01, Federal Reserve Bank of San Francisco.
- Jose A. Lopez, 2001. "Federal Reserve banks' imputed cost of equity capital," FRBSF Economic Letter, Federal Reserve Bank of San Francisco, issue aug10.
- Ravi Jagannathan & Zhenyu Wang, 2001.
"Empirical Evaluation of Asset Pricing Models: A Comparison of the SDF and Beta Methods,"
NBER Working Papers
8098, National Bureau of Economic Research, Inc.
- Ravi Jagannathan & Zhenyu Wang, 2002. "Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods," Journal of Finance, American Finance Association, vol. 57(5), pages 2337-2367, October.
- Kai Li & Asani Sarkar & Zhenyu Wang, 1999. "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports 89, Federal Reserve Bank of New York.
- Ravi Jagannathan & Zhenyu Wang, 1996.
"The conditional CAPM and the cross-section of expected returns,"
Staff Report
208, Federal Reserve Bank of Minneapolis.
- Jagannathan, Ravi & Wang, Zhenyu, 1996. "The Conditional CAPM and the Cross-Section of Expected Returns," Journal of Finance, American Finance Association, vol. 51(1), pages 3-53, March.
- Ravi Jagannathan & Zhenyu Wang, 1994.
"The Capm Is Alive And Well,"
Finance
9402001, University Library of Munich, Germany.
- Ravi Jagannathan & Zhenyu Wang, 1993. "The CAPM is alive and well," Staff Report 165, Federal Reserve Bank of Minneapolis.
Articles
- Zhenyu Wang, 2005. "A Shrinkage Approach to Model Uncertainty and Asset Allocation," The Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 673-705.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2003. "Formulating the imputed cost of equity capital for priced services at Federal Reserve banks," Economic Policy Review, Federal Reserve Bank of New York, issue Sep, pages 55-81.
- Li, Kai & Sarkar, Asani & Wang, Zhenyu, 2003. "Diversification benefits of emerging markets subject to portfolio constraints," Journal of Empirical Finance, Elsevier, vol. 10(1-2), pages 57-80, February.
- Jagannathan, Ravi & Skoulakis, Georgios & Wang, Zhenyu, 2002. "Generalized Method of Moments: Applications in Finance," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(4), pages 470-481, October.
- Edward J. Green & Jose A. Lopez & Zhenyu Wang, 2001. "The Federal Reserve's imputed cost of equity capital: a survey," Chicago Fed Letter, Federal Reserve Bank of Chicago, issue Jul.
- Wang, Zhenyu, 1998. "Efficiency loss and constraints on portfolio holdings," Journal of Financial Economics, Elsevier, vol. 48(3), pages 359-375, June.
- Jagannathan, Ravi & Wang, Zhenyu, 1996.
"The Conditional CAPM and the Cross-Section of Expected Returns,"
Journal of Finance, American Finance Association, vol. 51(1), pages 3-53, March.
- Ravi Jagannathan & Zhenyu Wang, 1996. "The conditional CAPM and the cross-section of expected returns," Staff Report 208, Federal Reserve Bank of Minneapolis.
- Wang, Zhenyu & Werner, Jan, 1994. "Portfolio characterization of risk aversion," Economics Letters, Elsevier, vol. 45(2), pages 259-265, June.
More information
Research fields, statistics, top rankings, if available.Statistics
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Rankings
This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Simple Impact Factor
- Number of Citations, Weighted by Recursive Impact Factor
- Number of Citations, Weighted by Number of Authors and Simple Impact Factors
- Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
- Euclidian citation score
Co-authorship network on CollEc
NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BAN: Banking (2) 2010-01-16 2010-06-11
- NEP-CFN: Corporate Finance (2) 2005-11-05 2006-11-25
- NEP-FMK: Financial Markets (2) 2005-11-05 2010-06-11
- NEP-MON: Monetary Economics (2) 2008-08-06 2020-03-23
- NEP-FIN: Finance (1) 2005-11-05
- NEP-MAC: Macroeconomics (1) 2008-08-06
- NEP-MST: Market Microstructure (1) 2006-11-25
- NEP-PAY: Payment Systems and Financial Technology (1) 2020-03-23
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