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Some extensions of the conditional CAPM (2014)
Thesis
Vendrame, V. Some extensions of the conditional CAPM. (Thesis). University of the West of England. Retrieved from https://uwe-repository.worktribe.com/output/813701

The objective of this thesis is to consider some extensions of the CAPM and to investigate whether such extensions can offer a better explanation for the US average equity returns. This thesis focuses on four main extensions: (i) time-varying factor... Read More about Some extensions of the conditional CAPM.