Risk Price Variation: The Missing Half of Empirical Asset Pricing
| dc.contributor.author | Patton, AJ | |
| dc.contributor.author | Weller, BM | |
| dc.contributor.editor | Van Nieuwerburgh, Stijn | |
| 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 | ||
| 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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