Asset pricing, Investment management, Financial econometrics
Zhenyu Wang specializes in financial markets. He has written research papers on equity, fixed income, derivative securities, asset allocation, and financial econometrics as well as theory of risk and uncertainty. Wang's work on asset pricing has influenced both academic research and business education. His formulation for the cost of capital in payment services has been implemented by the Federal Reserve System. His model for the interest rate in the Treasury Tax and Loan Investment Program has helped the U.S. Treasury. Wang serves on the editorial boards of several academic journals in business and finance. Before joining the Fed, Wang was a member of the faculty at two business schools. He continues to teach financial derivatives in the Executive MBA program at Columbia University.
Zhenyu Wang's CV 
| 
