Jianhua Yuan

George Washington University - Department of Finance

2023 G Street

Washington , DC 20052

United States

Federal National Mortgage Association (Fannie Mae)

3900 Wisconsin Avenue, NW

Washington, DC 20016-2892

United States

SCHOLARLY PAPERS

2

DOWNLOADS

319

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Cross-Sectional Estimation Biases in Risk Premia and Zero-Beta Excess Returns

Number of pages: 38 Posted: 29 Dec 2008 Last Revised: 20 Jul 2009
Jianhua Yuan and Robert Savickas
George Washington University - Department of Finance and George Washington University - School of Business - Department of Finance
Downloads 189 (176,895)
Citation 1

Abstract:

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Cross-Sectional Regression, Consistent Estimator, Efficient Estimator, Risk Premium, Zero-Beta Return, Model Misspecification, Beta-Variation

2.

Human Capital and Asset Pricing

Number of pages: 38 Posted: 31 Jan 2012 Last Revised: 10 Apr 2012
Jianhua Yuan
George Washington University - Department of Finance
Downloads 130 (241,973)

Abstract:

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Human Capital, Asset Pricing, Leisure, Consumption, Investment Opportunities, Labor Income, Unemployment, Labor Participation, Weekly Work Hours, Equity Premium Puzzle, Value Premium