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Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?
Home
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Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?
Are the Latent Variables in Time-Varying Expected Returns Compensation for Consumption Risk?
WF
Wayne E. Ferson
Wayne E. Ferson
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1 June 1990
journal article
Published by
JSTOR
in
The Journal of Finance
Vol. 45
(2)
,
397-429
https://doi.org/10.2307/2328663
Abstract
No abstract available
Keywords
VARYING EXPECTED RETURNS
STATE VARIABLES
ASSET RETURNS
CONDITIONAL BETAS
BETAS RELATIVE
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Cited by 22 articles
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