이론

conditional capital asset pricing model (CAPM)

2편 · 2020 1편, 2022 1편

Explaining the Failure of the Unconditional CAPM with the Conditional CAPM
MS · 2022 · 인용 15 · Michael Hasler, Charles Martineau
The Conditional Capital Asset Pricing Model Revisited: Evidence from High-Frequency Betas
MS · 2020 · 인용 47 · Fabian Hollstein, Marcel Prokopczuk, Chardin Wese Simen