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~isPartOf:"Discussion paper"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Journal of financial economics"
~person:"Barroso, Pedro"
~person:"Karanasos, Menelaos"
~person:"Santa-Clara, Pedro"
~subject:"Intertemporal CAPM"
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Discussion paper
Economics and finance working paper series
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Time-varying state variable risk premia in the ICAPM
Barroso, Pedro
;
Boons, Martijn
;
Karehnke, Paul
- In:
Journal of financial economics
139
(
2021
)
2
,
pp. 428-451
Persistent link: https://www.econbiz.de/10012693673
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2
Multifactor models and their consistency with the ICAPM
Maio, Paulo
;
Santa-Clara, Pedro
- In:
Journal of financial economics
106
(
2012
)
3
,
pp. 586-613
Persistent link: https://www.econbiz.de/10009710158
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