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Assessing the impact of short-sale constraints on the gains from international diversification
Wang, Zhenyu; Sarkar, Asani; Li, Kai - 1999
Persistent link: https://www.econbiz.de/10001421813
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Formulating the imputed cost of equity capital for priced services at Federal Reserve Banks
Green, Edward J.; López, José A.; Wang, Zhenyu - In: Economic policy review 9 (2003) 3, pp. 55-81
Persistent link: https://www.econbiz.de/10001797139
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Diversification benefits of emerging markets subject to portfolio constraints
Li, Kai (contributor); Sakar, Asani (contributor);  … - 2001 - First draft: March 15, 1999
Persistent link: https://www.econbiz.de/10001737926
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Formulating the imputed cost of equity capital for priced services at Federal Reserve Banks
Green, Edward J.; Lopez, Jose A.; Wang, Zhenyu - In: Economic policy review 9 (2003) 3, pp. 55-81
Persistent link: https://www.econbiz.de/10009921472
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Estimating security price derivatives using simulation
Broadie, Mark; Glasserman, Paul - 1993
Persistent link: https://www.econbiz.de/10000990346
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The effect of "regular and predictable" issuance on treasury bill financing
Glasserman, Paul; Sirohi, Amit; Zhang, Allen - In: Economic policy review 23 (2017) 1, pp. 43-56
Persistent link: https://www.econbiz.de/10012214295
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Portfolio value-at-risk with heavy-tailed risk factors
Glasserman, Paul; Heidelberger, Philip; Shahabuddin, Perwez - 2000
Persistent link: https://www.econbiz.de/10001496087