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Zhenyu Wang

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First Name:Zhenyu
Middle Name:
Last Name:Wang
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RePEc Short-ID:pwa312
Email:[This author has chosen not to make the email address public]
Homepage:http://www.ny.frb.org/research/economists/wang/index.html
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Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/
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Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:frbnyus (more details at EDIRC)
Location: New York City, New York (United States)
Homepage: http://www.newyorkfed.org/research/
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Postal: 33 Liberty Street, New York, NY 10045-0001
Handle: RePEc:edi:rfrbnus (more details at EDIRC)
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  1. Suresh Sundaresan & Zhenyu Wang, 2006. "Y2K options and the liquidity premium in Treasury bond markets," Staff Reports 266, Federal Reserve Bank of New York.
  2. 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.
  3. Gur Huberman & Zhenyu Wang, 2005. "Arbitrage pricing theory," Staff Reports 216, Federal Reserve Bank of New York.
  4. 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.
  5. Zhenyu Wang & Asani Sarkar & Kai Li, 1999. "Assessing the impact of short-sale constraints on the gains from international diversification," Staff Reports 89, Federal Reserve Bank of New York.
  6. Ravi Jagannathan & Zhenyu Wang, 1996. "The conditional CAPM and the cross-section of expected returns," Staff Report 208, Federal Reserve Bank of Minneapolis.
  7. Ravi Jagannathan & Zhenyu Wang, 1994. "The Capm Is Alive And Well," Finance 9402001, EconWPA.
  8. Werner,Jan & Wang,Zhenyu, 1992. "Portfolio characterization of risk aversion," Discussion Paper Serie A 373, University of Bonn, Germany.
  1. Zhenyu Wang, 2005. "A Shrinkage Approach to Model Uncertainty and Asset Allocation," Review of Financial Studies, Society for Financial Studies, vol. 18(2), pages 673-705.
  2. 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.
  3. 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.
  4. 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.
  5. 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 470-81, October.
  6. 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.
  7. Zhenyu Wang, 2001. "Discussion," Journal of Finance, American Finance Association, vol. 56(4), pages 1240-1245, 08.
  8. Ravi Jagannathan & Zhenyu Wang, 1998. "An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression," Journal of Finance, American Finance Association, vol. 53(4), pages 1285-1309, 08.
  9. Wang, Zhenyu, 1998. "Efficiency loss and constraints on portfolio holdings," Journal of Financial Economics, Elsevier, vol. 48(3), pages 359-375, June.
  10. Ravi Jagannathan & Zhenyu Wang, 1998. "A Note on the Asymptotic Covariance in Fama-MacBeth Regression," Journal of Finance, American Finance Association, vol. 53(2), pages 799-801, 04.
  11. 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.
  12. Wang, Zhenyu & Werner, Jan, 1994. "Portfolio characterization of risk aversion," Economics Letters, Elsevier, vol. 45(2), pages 259-265, June.
4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (2) 2005-11-05 2006-11-25. Author is listed
  2. NEP-FIN: Finance (1) 2005-11-05. Author is listed
  3. NEP-FMK: Financial Markets (1) 2005-11-05. Author is listed
  4. NEP-MST: Market Microstructure (1) 2006-11-25. Author is listed
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