New evidence on conditional factor models

Ilan Cooper and Paulo Maio

Year of publication:	2019
Authors:	Cooper, Ilan ; Maio, Paulo
Published in:	Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 54.2019, 5, p. 1975-2016
Subject:	asset pricing models \| conditional factor models \| conditional CAPM \| equity risk factors \| investment and profitability risk factors \| stock market anomalies \| cross-section of stock returns \| time-varying betas \| CAPM \| Kapitaleinkommen \| Capital income \| Schätzung \| Estimation \| Portfolio-Management \| Portfolio selection \| Betafaktor \| Beta risk \| Kapitalmarkttheorie \| Financial economics \| Faktorenanalyse \| Factor analysis \| Aktienmarkt \| Stock market \| Risiko \| Risk \| Börsenkurs \| Share price

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