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~isPartOf:"Journal of empirical finance"
~person:"Adrian, Tobias"
~person:"Jarrow, Robert A."
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Learning about beta : time-varying factor loadings, expected returns, and the conditional CAPM
Adrian, Tobias
;
Franzoni, Francesco
- In:
Journal of empirical finance
16
(
2009
)
4
,
pp. 537-556
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