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Risk Price Variation: The Missing Half of Empirical Asset Pricing

dc.contributor.author Patton, Andrew J
dc.contributor.author Weller, Brian M
dc.date.accessioned 2019-07-02T13:42:30Z
dc.date.available 2019-07-02T13:42:30Z
dc.date.issued 2019-05-24
dc.identifier.uri https://hdl.handle.net/10161/19068
dc.publisher Oxford University Press (OUP)
dc.relation.ispartof Economic Research Initiatives at Duke (ERID) Working Paper
dc.subject Risk Premia
dc.subject Market Segmentation
dc.subject Clustering
dc.subject Expectation Maximization
dc.title Risk Price Variation: The Missing Half of Empirical Asset Pricing
dc.type Journal article
duke.contributor.id Patton, Andrew J|0515473
duke.contributor.id Weller, Brian M|0712840
dc.date.updated 2019-07-02T13:42:29Z
pubs.issue 274
pubs.organisational-group Trinity College of Arts & Sciences
pubs.organisational-group Duke
pubs.organisational-group Economics
duke.contributor.orcid Weller, Brian M|0000-0001-6398-6573


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