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54
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Working paper / National Bureau of Economic Research, Inc
23
The journal of finance : the journal of the American Finance Association
11
The review of financial studies
6
Federal Reserve Bank of Minneapolis quarterly review
4
Journal of financial economics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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OLC EcoSci
ECONIS (ZBW)
310
RePEc
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EconStor
9
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5
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Empirical Evaluation of Asset-Pricing Models: A Comparison of the SDF and Beta Methods
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
57
(
2002
)
5
,
pp. 2337-2368
Persistent link: https://www.econbiz.de/10006558769
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2
Generalized Method of Moments: Applications in Finance
Jagannathan, Ravi
;
Skoulakis, Georgios
;
Wang, Zhenyu
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10008216101
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3
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1310
Persistent link: https://www.econbiz.de/10007353253
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4
An Asymptotic Theory for Estimating Beta-Pricing Models Using Cross-Sectional Regression
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
53
(
1998
)
4
,
pp. 1285-1310
Persistent link: https://www.econbiz.de/10007353264
Saved in:
5
A Note on the Asymptotic Covariance in Fama-MacBeth Regression
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
53
(
1998
)
2
,
pp. 799-802
Persistent link: https://www.econbiz.de/10007359217
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6
The Conditional CAPM and the Cross-Section of Expected Returns
Jagannathan, Ravi
;
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
51
(
1996
)
1
,
pp. 3-54
Persistent link: https://www.econbiz.de/10007316367
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7
EMPIRICAL EVALUATION OF ASSET PRICING MODELS: A COMPARISON OF THE SDF AND BETA METHODS
Jagannathan, Ravi
;
Wang, Zhenyu
-
2001
Persistent link: https://www.econbiz.de/10006980366
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8
Efficiency loss and constraints on portfolio holdings
Wang, Zhenyu
- In:
Journal of financial economics
48
(
1998
)
3
,
pp. 359
Persistent link: https://www.econbiz.de/10006523094
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9
ARTICLES - Discussion - The Equity Premium and Structural Breaks
Wang, Zhenyu
- In:
The journal of finance : the journal of the American …
56
(
2001
)
4
,
pp. 1240-1246
Persistent link: https://www.econbiz.de/10006563792
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10
Y2K Options and the Liquidity Premium in Treasury Markets
Sundaresan, Suresh
;
Wang, Zhenyu
- In:
The review of financial studies
22
(
2013
)
3
,
pp. 1021-1020
Persistent link: https://www.econbiz.de/10010113725
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