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Zhenyu Wang |
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Vice President and Head Phone (212) 720-1659 | |
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Working Papers Valuing the Treasury's Capital Assistance Program With Paul Glasserman December 2009 42 pages / 836 kb Performance Maximization of Actively Managed Funds With Paolo Guasoni, Gur Huberman (2007) 43 pages / 562kb Empirical Evaluation of Asset Pricing Models: Arbitrage and Pricing Errors over Contingent Claims With Xiaoyan Zhang (2005) The views expressed in the papers listed on this page are those of the author(s) and do not necessarily reflect the position of the Federal Reserve Bank of New York or the Federal Reserve System. |

