HIGHLIGHTS
- who: Muhammad Abdullah and colleagues from the Coventry Business School, Coventry University, Gosford Street, Coventry , DL, UK have published the article: Assessing the Use of Gold as a Zero-Beta Asset in Empirical Asset Pricing: Application to the US Equity Market, in the Journal: (JOURNAL)
- what: Before using gold in asset pricing models in the the authors equity market, the authors examine the criteria of the BJS`s zero-beta rate, specifically that gold shows zero beta, minimum variance, and efficiency. The authors demonstrate that using gold in this way is preferable to the traditional . . .
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