Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM
| Year of publication: |
2009
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|---|---|
| Authors: | Adrian, Tobias ; Franzoni, Francesco |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 16.2009, 4, p. 537-557
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