Risk Price Variation: The Missing Half of Empirical Asset Pricing

dc.contributor.author

Patton, AJ

dc.contributor.author

Weller, BM

dc.date.accessioned

2019-07-02T13:42:30Z

dc.date.available

2019-07-02T13:42:30Z

dc.date.issued

2019-05-24

dc.date.updated

2019-07-02T13:42:29Z

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.orcid

Weller, BM|0000-0001-6398-6573

pubs.issue

274

pubs.organisational-group

Trinity College of Arts & Sciences

pubs.organisational-group

Duke

pubs.organisational-group

Economics

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