Learning about Beta: Time-Varying Factor Loadings, Expected Returns, and the Conditional CAPM
2009 ◽
Vol 16
(4)
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pp. 537-556
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2015 ◽
Vol 115
(1)
◽
pp. 136-154
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Keyword(s):
1999 ◽
Vol 39
(3)
◽
pp. 391-407
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