How Do Alphas and Betas Move? Uncertainty, Learning and...

How Do Alphas and Betas Move? Uncertainty, Learning and Time Variation in Risk Loadings*

Trecroci, Carmine
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Volume:
76
Language:
english
Journal:
Oxford Bulletin of Economics and Statistics
DOI:
10.1111/obes.12018
Date:
April, 2014
File:
PDF, 802 KB
english, 2014
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