Changing Risk, Changing Risk Premiums, and Dividend Yield Effects
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- Nai-Fu Chen & Bruce Grundy & Robert F Stambaugh, "undated". "Changing Risk, Changing Risk Premiums, and Dividend Yield Effects," Rodney L. White Center for Financial Research Working Papers 26-88, Wharton School Rodney L. White Center for Financial Research.
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- Zura Kakushadze, 2015. "Heterotic Risk Models," Papers 1508.04883, arXiv.org, revised Jan 2016.
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- Zura Kakushadze & Willie Yu, 2016. "Statistical Risk Models," Papers 1602.08070, arXiv.org, revised Jan 2017.
- Zura Kakushadze & Willie Yu, 2016. "Multifactor Risk Models and Heterotic CAPM," Papers 1602.04902, arXiv.org, revised Mar 2016.
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