Technology and Investment

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

DOI:10.4236/ti.2013.41B010

 

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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