Can Risk-free and Zero-Beta portfolios be constructed? UK and US Evidence

He, Zhen, O'Connor, Fergal and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2025) Can Risk-free and Zero-Beta portfolios be constructed? UK and US Evidence. Economics Letters. 112308. ISSN 0165-1765

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Item Type: Article
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This is an author-produced version of the published paper. Uploaded in accordance with the University’s Research Publications and Open Access policy.

Dates:
  • Accepted: 17 March 2025
  • Published: 29 March 2025
Institution: The University of York
Academic Units: The University of York > Faculty of Sciences (York) > Mathematics (York)
Depositing User: Pure (York)
Date Deposited: 19 Mar 2025 08:50
Last Modified: 10 Apr 2025 23:38
Published Version: https://doi.org/10.1016/j.econlet.2025.112308
Status: Published
Refereed: Yes
Identification Number: 10.1016/j.econlet.2025.112308
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