Technology and Investment

Vol.4 No.1BB(2013), Paper ID 26851, 13 pages



Cross-Sectional Estimation Biases in Risk Premia and Ze-ro-Beta Excess Returns


Jianhua Yuan, Robert Savickas


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.

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