Risk Price Variation: The Missing Half of Empirical Asset Pricing

Date
2019-05-24
Authors
Patton, Andrew
Weller, Brian
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7
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Type
Journal article
Subject
Risk Premia
Market Segmentation
Clustering
Expectation Maximization
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https://hdl.handle.net/10161/19068
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Articles written by Duke faculty are made available through the campus open access policy. For more information see: Duke Open Access Policy

Rights for Collection: Scholarly Articles