Zhenyu Wang
Finance · with Jagannathan · 2002–2015
A researcher in the Science corpus: 4 papers; trusts 6 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Finance — 28 citations into it; #4,082 of 10,518 by trust here, #4,039 by citations
- Economics and Econometrics — 21 citations into it; #8,967 of 23,481 by trust here, #12,781 by citations
- Accounting — 8 citations into it
Whom Zhenyu Wang trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Ľuboš Pástor
- M. Sion
- Eugene F. Fama
- K. Lewis
- Mark J. Flannery
- Gary Chamberlain
- James O. Berger
- Gur Huberman
- Andrew Ang
- Ravi Jagannathan
Who trusts Zhenyu Wang overall
Papers from Zhenyu Wang's perspective
Ordered by how strongly the researchers Zhenyu Wang trusts endorse each paper. Same corpus, a different order for every researcher.
- No Pain, No Gain? Effecting Market Discipline Via 'Reverse Convertible Debentures'
- Portfolio Selection and Asset Pricing Models
- On general minimax theorems
- The Intuition Behind Black-Litterman Model Portfolios
- Contingent Capital: The Case of COERCs (Journal of Financial and Quantitative Analysis)
- The jump-risk premia implicit in options: evidence from an integrated time-series study $
- Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles
- Overconfidence and Speculative Bubbles (Journal of Political Economy)
- Robustness and Pricing with Uncertain Growth
- Ambiguity, Information Quality and Asset Pricing
Their papers
- A Shrinkage Approach to Model Uncertainty and Asset Allocation (2005) — 131 citations
- On the Design of Contingent Capital with a Market Trigger (2015) — 113 citations
- Diversification Benefits of Emerging Markets Subject to Portfolio Constraints (2003) — 242 citations
- Empirical Evaluation of Asset‐Pricing Models: A Comparison of the SDF and Beta Methods (2002) — 148 citations