Yuan is at Capital Market Research Division, Fannie Mae, Washington, DC, USA
Department of Finance, George Washington University, Washington, DC, USA
Copyright © 2013 Jianhua Yuan, Robert Savickas et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
J. Yuan and R. Savickas, "Cross-Sectional Estimation Biases in Risk Premia and Ze-ro-Beta Excess Returns,"
Technology and Investment, Vol. 4 No. 1B, 2013, pp. 54-66. doi:
10.4236/ti.2013.41B010.