Intertemporal CAPM with Conditioning Variables

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},
}