Paulo Maio. Intertemporal CAPM with Conditioning Variables. Management Science, 59(1):122-141, 2013. [doi]
@article{Maio13, title = {Intertemporal CAPM with Conditioning Variables}, author = {Paulo Maio}, year = {2013}, doi = {10.1287/mnsc.1120.1557}, url = {http://dx.doi.org/10.1287/mnsc.1120.1557}, researchr = {https://researchr.org/publication/Maio13}, cites = {0}, citedby = {0}, journal = {Management Science}, volume = {59}, number = {1}, pages = {122-141}, }