Zhenping Wang

State of Wisconsin Investment Board

121 E Wilson St

Madison, WI 53703

United States

  • State of Wisconsin Investment Board

SCHOLARLY PAPERS

5

DOWNLOADS

4,111

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (5)

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1.

Empirical evidence on the stock-bond correlation

Number of pages: 51 Posted: 26 Jul 2023 Last Revised: 07 Dec 2023
Roderick Molenaar, Edouard Senechal, Laurens Swinkels and Zhenping Wang
Robeco Asset Management, State of Wisconsin Investment Board, Erasmus University Rotterdam (EUR) and State of Wisconsin Investment Board
Downloads 2,784 (8,303)

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Bonds, Correlation, Inflation, Interest rates, Stocks

2.

A Tale of Two Cities: Mainland Chinese Buyers in the Hong Kong Housing Market

Number of pages: 63 Posted: 08 Nov 2019 Last Revised: 22 Dec 2022
Yi Fan, Maggie Hu, Wayne Xinwei Wan and Zhenping Wang
National University of Singapore (NUS) - Department of Real Estate, The Chinese University of Hong Kong, Monash University and State of Wisconsin Investment Board
Downloads 506 (97,221)
Citation 2

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Hong Kong housing market, price premiums, mainland buyers, hedging effect, residential sorting, information barriers

3.

Portable Beta And Total Portfolio Management

Financial Analysts Journal, 2022, 78(3): 49-69. DOI: 10.1080/0015198X.2022.2087448.
Number of pages: 39 Posted: 27 Jun 2022 Last Revised: 02 Aug 2022
stefano cavaglia, John Hua Fan and Zhenping Wang
State of Wisconsin Investment Board, Griffith University - Department of Accounting, Finance and Economics and State of Wisconsin Investment Board
Downloads 489 (101,333)

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Total Portfolio Management; Factor Premia; 60/40; Portable Beta

4.

Valuing Long-Term Property Rights with Anticipated Political Regime Shifts

Downloads 275 (193,215)
Citation 1

Valuing Long-Term Property Rights with Anticipated Political Regime Shifts

University of Chicago, Becker Friedman Institute for Economics Working Paper No. 2020-105
Number of pages: 54 Posted: 11 Aug 2020 Last Revised: 07 Dec 2023
Zhiguo He, Maggie Hu, Zhenping Wang and Vincent Yao
University of Chicago - Finance, The Chinese University of Hong Kong, State of Wisconsin Investment Board and Georgia State University - J. Mack Robinson College of Business
Downloads 249 (212,493)
Citation 1

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Political uncertainty, Housing, Land lease, Asset pricing, Reneging risk

Valuing Long-Term Property Rights with Anticipated Political Regime Shifts

NBER Working Paper No. w27665
Number of pages: 70 Posted: 10 Aug 2020 Last Revised: 03 Feb 2023
Zhiguo He, Maggie Hu, Zhenping Wang and Vincent Yao
University of Chicago - Finance, The Chinese University of Hong Kong, State of Wisconsin Investment Board and Georgia State University - J. Mack Robinson College of Business
Downloads 26 (855,736)
Citation 1

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5.

Cross-Predictability of Earnings and Stock Returns: A Latent Factor Approach

Number of pages: 43 Posted: 30 Apr 2018 Last Revised: 28 Dec 2020
Zhenping Wang
State of Wisconsin Investment Board
Downloads 57 (622,356)

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Earnings, Partial Least Squares, Investment, Cross-Predictability