The Conditional CAPM and the Cross-Section of Expected Returns
Most empirical studies of the static CAPM assume that betas remain constant over time and that the return on the value-weighted portfolio of all stocks is a proxy for the return...
Publications
1 shownFrequent Co-Authors
Researcher Info
- h-index
- 1
- Publications
- 1
- Citations
- 466
- Institution
- Kellogg's (Canada)
External Links
Identifiers
- ORCID
- 0000-0002-9001-0215
Impact Metrics
h-index
1
h-index: Number of publications with at least h citations each.