Folgen
Zhenyu Wang
Zhenyu Wang
Edward E. Edwards Professor of Finance, Kelley School of Business, Indiana University
Bestätigte E-Mail-Adresse bei indiana.edu - Startseite
Titel
Zitiert von
Zitiert von
Jahr
The conditional CAPM and the cross‐section of expected returns
R Jagannathan, Z Wang
The Journal of finance 51 (1), 3-53, 1996
34571996
An asymptotic theory for estimating beta‐pricing models using cross‐sectional regression
R Jagannathan, Z Wang
The Journal of Finance 53 (4), 1285-1309, 1998
4611998
The effect of the term auction facility on the London interbank offered rate
J McAndrews, A Sarkar, Z Wang
Journal of Banking & Finance 83, 135-152, 2017
4292017
Diversification benefits of emerging markets subject to portfolio constraints
K Li, A Sarkar, Z Wang
Journal of Empirical Finance 10 (1-2), 57-80, 2003
3252003
On the design of contingent capital with a market trigger
S Sundaresan, Z Wang
The Journal of Finance 70 (2), 881-920, 2015
2952015
The CAPM is alive and well
R Jagannathan, Z Wang
Staff Report, 1993
2021993
Empirical evaluation of asset‐pricing models: a comparison of the SDF and beta methods
R Jagannathan, Z Wang
The Journal of Finance 57 (5), 2337-2367, 2002
1972002
A shrinkage approach to model uncertainty and asset allocation
Z Wang
Review of Financial Studies, 673-705, 2005
1562005
Generalized methods of moments: Applications in finance
R Jagannathan, G Skoulakis, Z Wang
Journal of Business & Economic Statistics 20 (4), 470-481, 2002
1452002
Efficiency loss and constraints on portfolio holdings
Z Wang
Journal of Financial Economics 48 (3), 359-375, 1998
1011998
The analysis of the cross-section of security returns
R Jagannathan, G Skoulakis, Z Wang
Handbook of financial econometrics: Applications, 73-134, 2010
802010
Bank liability structure
S Sundaresan, Z Wang
Available at SSRN, 2014
752014
Design of contingent capital with a stock price trigger for mandatory conversion
S Sundaresan, Z Wang
Staff Report, 2010
622010
The effects of tax on bank liability structure
L Gambacorta, G Ricotti, SM Sundaresan, Z Wang
BIS Working Paper, 2017
452017
Valuing the Treasury's capital assistance program
P Glasserman, Z Wang
Management Science 57 (7), 1195-1211, 2011
422011
Formulating the imputed cost of equity capital for priced services at Federal reserve Banks
EJ Green, JA Lopez, Z Wang
Economic Policy Review 9 (3), 2003
422003
Y2K options and the liquidity premium in Treasury markets
S Sundaresan, Z Wang
The Review of Financial Studies 22 (3), 1021-1056, 2009
382009
Empirical evaluation of asset pricing models: Arbitrage and pricing errors in contingent claims
Z Wang, X Zhang
Journal of Empirical Finance 19 (1), 65-78, 2012
322012
Performance maximization of actively managed funds
P Guasoni, G Huberman, Z Wang
Journal of Financial Economics 101 (3), 574-595, 2011
252011
A note on the asymptotic covariance in Fama-MacBeth regression
R Jagannathan, Z Wang
The Journal of Finance 53 (2), 799-801, 1998
251998
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20