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RiskFree Zero-Beta Portfolios: UK and US

UK and US: A study reveals that a risk-free portfolio, including gold, T-bills, silver, platinum, and palladium, doesn't always equate to a zero-beta portfolio, based on UK and US data.

Featured in No. 65 on 10 Sep 2024 · 3 days after release

Released
7 Sep 2024
First featured
No. 65 · 10 Sep 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 4949856

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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