Does time-variation in beta explain the weak evidence for the CAPM? Discuss empirical results of studies testing

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Does time-variation in beta explain the weak evidence for the CAPM? Discuss empirical results of studies testing conditional CAPMs.

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Investment Valuation And Asset Pricing Models And Methods

ISBN: 9783031167836

1st Edition

Authors: James W. Kolari, Seppo Pynnönen

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Question Posted: Mar 03, 2024 02:00 AM

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Does time-variation in beta explain the weak evidence for the CAPM? Discuss empirical results of studies testing

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Timevariation in beta is one of the factors that has been suggested to explain the weak empirical ev...View the full answer

Investment Valuation And Asset Pricing Models And Methods

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