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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SSRN CITATIONS
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Top 26,729

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17

CROSSREF CITATIONS

18

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 983 (28,631)
Citation 7

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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:

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

2.

A Shrinkage Theory of Asset Allocation Using Asset-Pricing Models

Number of pages: 57 Posted: 18 Dec 2000
Zhenyu Wang
University of Texas at Austin - Department of Finance
Downloads 821 (37,352)
Citation 6

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3.
Downloads 66 (154,716)
Citation 6

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
Boston University - Department of Mathematics and StatisticsDublin City University - School of Mathematical Sciences, Columbia Business School - Finance and Economics and University of Texas at Austin - Department of Finance
Downloads 66 (424,864)

Abstract:

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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 106 (315,994)
Citation 4

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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: 19 Aug 2021
Zhenyu Wang and Ravi Jagannathan
University of Texas at Austin - Department of Finance and Northwestern University - Kellogg School of Management
Downloads 101 (326,291)
Citation 14

Abstract:

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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

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