Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying
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چکیده
منابع مشابه
Risk and return: CAPM and CCAPM
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ژورنال
عنوان ژورنال: Journal of Political Economy
سال: 2001
ISSN: 0022-3808,1537-534X
DOI: 10.1086/323282