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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

as
Jump to: Working papers Articles

Working papers

  1. 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.
  2. 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.
  3. Paolo Guasoni & Gur Huberman & Zhenyu Wang, 2010. "Performance maximization of actively managed funds," Staff Reports 427, Federal Reserve Bank of New York.
  4. Paul Glasserman & Zhenyu Wang, 2009. "Valuing the Treasury's Capital Assistance Program," Staff Reports 413, Federal Reserve Bank of New York.
  5. 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.
  6. 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.
  7. Suresh Sundaresan & Zhenyu Wang, 2006. "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports 266, Federal Reserve Bank of New York.
  8. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York.
  9. 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.
  10. 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.
  11. 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.
  12. Ravi Jagannathan & Zhenyu Wang, 1996. "The conditional CAPM and the cross-section of expected returns," Staff Report 208, Federal Reserve Bank of Minneapolis.
  13. Ravi Jagannathan & Zhenyu Wang, 1994. "The Capm Is Alive And Well," Finance 9402001, University Library of Munich, Germany.

Articles

  1. 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.
  2. 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.
  3. 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.
  4. 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.
  5. 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.
  6. Wang, Zhenyu, 1998. "Efficiency loss and constraints on portfolio holdings," Journal of Financial Economics, Elsevier, vol. 48(3), pages 359-375, June.
  7. 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.
  8. 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:
  1. Number of Citations, Weighted by Simple Impact Factor
  2. Number of Citations, Weighted by Recursive Impact Factor
  3. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  4. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  5. 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.
  1. NEP-BAN: Banking (2) 2010-01-16 2010-06-11
  2. NEP-CFN: Corporate Finance (2) 2005-11-05 2006-11-25
  3. NEP-FMK: Financial Markets (2) 2005-11-05 2010-06-11
  4. NEP-MON: Monetary Economics (2) 2008-08-06 2020-03-23
  5. NEP-FIN: Finance (1) 2005-11-05
  6. NEP-MAC: Macroeconomics (1) 2008-08-06
  7. NEP-MST: Market Microstructure (1) 2006-11-25
  8. NEP-PAY: Payment Systems and Financial Technology (1) 2020-03-23

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