Tests of Asset Pricing with Time-Varying Expected Risk...

Tests of Asset Pricing with Time-Varying Expected Risk Premiums and Market Betas

Wayne E. Ferson, Shmuel Kandel and Robert F. Stambaugh
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Volume:
42
Language:
english
Journal:
The Journal of Finance
DOI:
10.2307/2328249
Date:
June, 1987
File:
PDF, 559 KB
english, 1987
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