Can risk-free and zero-beta portfolios be constructed? UK and US Evidence

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@article{32a9ff69e9474ce1ad56d94e8865df18,

title = "Can risk-free and zero-beta portfolios be constructed? UK and US Evidence",

author = "Zhen He and Fergal O'Connor and Jacco Thijssen",

year = "2025",

month = apr,

doi = "10.1016/j.econlet.2025.112308",

language = "Undefined/Unknown",

journal = "Economics Letters",

issn = "0165-1765",

publisher = "Elsevier B.V.",

}

TY - JOUR

T1 - Can risk-free and zero-beta portfolios be constructed? UK and US Evidence

AU - He, Zhen

AU - O'Connor, Fergal

AU - Thijssen, Jacco

PY - 2025/4

Y1 - 2025/4

UR - https://doi.org/10.1016/j.econlet.2025.112308

U2 - 10.1016/j.econlet.2025.112308

DO - 10.1016/j.econlet.2025.112308

M3 - Article

SN - 0165-1765

JO - Economics Letters

JF - Economics Letters

ER -