Zhenyu Wang

University of Texas at Austin - Department of Finance

Red McCombs School of Business

Austin, TX 78712

United States

http://www.mccombs.utexas.edu/faculty/zhenyu.wang/

SCHOLARLY PAPERS

6

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CITATIONS
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67

Scholarly Papers (6)

Diversification Benefits of Emerging Markets Subject to Portfolio Constraints

Working Paper No. UBCFIN99-5, Sauder School of Business Working Paper
Number of pages: 24 Posted: 23 Jun 2001
Kai Li, Asani Sarkar and Zhenyu Wang
University of British Columbia (UBC) - Sauder School of Business, Federal Reserve Bank of New York and University of Texas at Austin - Department of Finance
Downloads 898 (20,048)
Citation 31

Abstract:

International diversification, short-sale constraints, home bias, asset allocation, Bayesian inference

Diversification Benefits of Emerging Markets Subject to Portfolio Constraints

Journal of Empirical Finance, Vol. 10
Posted: 06 Jun 2003
Kai Li, Asani Sarkar and Zhenyu Wang
University of British Columbia (UBC) - Sauder School of Business, Federal Reserve Bank of New York and University of Texas at Austin - Department of Finance

Abstract:

International diversification, short-sale constraints, home bias, asset allocation, Bayesian inference

2.

A Shrinkage Theory of Asset Allocation Using Asset-pricing Models

AFA 2001 New Orleans
Number of pages: 57 Posted: 18 Dec 2000
Zhenyu Wang
University of Texas at Austin - Department of Finance
Downloads 728 (26,172)
Citation 3

Abstract:

3.
Downloads 60 (113,605)
Citation 5

Performance Maximization of Actively Managed Funds

Journal of Finanical Economics, Vol. 101, No. 3. pp. 574-595, September 2011
Number of pages: 51 Posted: 22 Oct 2011
Paolo Guasoni, Gur Huberman and Zhenyu Wang
Boston University - Department of Mathematics and Statistics, Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 60 (307,381)
Citation 5

Abstract:

4.

Public Provision of Private Liquidity: Evidence from the Millennium Date Change

AFA 2006 Boston Meetings Paper
Number of pages: 50 Posted: 21 Nov 2005
Suresh M. Sundaresan and Zhenyu Wang
Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 96 (226,031)
Citation 4

Abstract:

Y2K, CDC, liquidity, on-the-run, off-the-run, options

5.

Empirical Evaluation of Asset Pricing Models: A Comparison of the Sdf and Beta Methods

NBER Working Paper No. w8098
Number of pages: 50 Posted: 26 Jan 2001 Last Revised: 20 Oct 2010
Zhenyu Wang and Ravi Jagannathan
University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 69 (271,219)
Citation 24

Abstract:

6.

The Conditional CAPM and the Cross-Section of Expected Returns

J. OF FINANCE, Vol. 51 No. 1, March 1996
Posted: 05 Jul 1998
Zhenyu Wang and Ravi Jagannathan
University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management

Abstract: