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Characteristic-Based returns : alpha or smart beta?
Kim, Soohun
;
Korajczyk, Robert A.
;
Neuhierl, Andreas
- In:
Journal of investment management : JOIM
20
(
2022
)
1
,
pp. 70-89
Persistent link: https://www.econbiz.de/10013173472
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Systematic risk changes, negative realized excess returns and time-varying CAPM beta
Novák, Jiri
- In:
Finance a úvěr
65
(
2015
)
2
,
pp. 167-190
Persistent link: https://www.econbiz.de/10010504700
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