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

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Bibliographic Details
Published inSSRN Electronic Journal
Format Journal Article
LanguageEnglish
German
Online AccessGet full text
ISSN1556-5068
DOI10.2139/ssrn.391562

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ISSN:1556-5068
DOI:10.2139/ssrn.391562