Items where authors include "He, Zhen"

Article

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

He, Zhen, O'Connor, Fergal and Thijssen, Jacco orcid.org/0000-0001-6207-5647 (2022) Identifying proxies for risk-free assets:evidence from the zero-beta Capital Asset Pricing Model. Research in International Business and Finance. 101775. ISSN 0275-5319

He, Zhen, O'Connor, Fergal and Thijssen, Jacco Johan Jacob orcid.org/0000-0001-6207-5647 (2018) Is gold a Sometime Safe Haven or an Always Hedge for Equity Investors? A Markov-Switching CAPM Approach for US and UK Stock Indices. International Review of Financial Analysis. pp. 30-37. ISSN 1057-5219