scholarly journals Learning about Beta: Time-varying Factor Loadings, Expected Returns, and the Conditional CAPM

Author(s):  
Tobias Adrian ◽  
Francesco A. Franzoni
Author(s):  
Daniele Bianchi ◽  
Matthias Büchner ◽  
Andrea Tamoni

2015 ◽  
Vol 115 (1) ◽  
pp. 136-154 ◽  
Author(s):  
Stig V. Møller ◽  
Jesper Rangvid

2014 ◽  
Vol 2 (2) ◽  
pp. 124
Author(s):  
Elmo Tambosi Filho ◽  
Elaine Silvia Pasquini ◽  
Luis Carlos Domingos ◽  
Marcelo Dos Santos

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