Resurrecting the (C)CAPM: A Cross-Sectional Test When Risk Premia Are Time-Varying
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DOI: 10.1086/323282
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- Martin Lettau & Sydney C. Ludvigson, 1999. "Resurrecting the (C)CAPM: a cross-sectional test when risk premia are time-varying," Staff Reports 93, Federal Reserve Bank of New York.
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