Results 161 to 170 of about 13,843 (175)

Learning about beta: Time-varying factor loadings, expected returns, and the conditional CAPM

Journal of Empirical Finance, 2009
Tobias Adrian, Francesco Franzoni
exaly  

Conditional Beta Pricing and the CAPM

2018
openaire   +1 more source

Testing the conditional CAPM and the effect of intervaling: A note

Pacific-Basin Finance Journal, 1997
Robert W Faff
exaly  

Resurrecting the (C)CAPM: A Cross‐Sectional Test When Risk Premia Are Time‐Varying

Journal of Political Economy, 2001
Martin Lettau, Sydney C Ludvigson
exaly  

Capital Asset Pricing Model (CAPM) with drawdown measure

European Journal of Operational Research, 2014
Michael Zabarankin, Konstantin Pavlikov
exaly  

Asset holders’ consumption risk and tests of conditional CCAPM

Journal of Financial Economics, 2023
exaly  

The Conditional CAPM Can Explain Asset Pricing Anomalies

SSRN Electronic Journal, 2014
openaire   +1 more source

Intertemporal CAPM with Conditioning Variables

Management Science, 2013
Paulo Maio
exaly  

Currency risk premia and uncovered interest parity in the International CAPM

Journal of International Money and Finance, 2014
Ronald J Balvers
exaly  

Conditional CAPM on the Russian Stock Exchange

FINANCE AND BUSINESS
openaire   +1 more source