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Showing 1 to 1 of 1 for “"Multivariable CAPM"”.
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Measuring Expected Returns in a Fluid Economic Environment
… It also looks at subsequent versions of the CAPM including a multi-variable CAPM with the inclusion of selected macro-variables as well as a non-stationary beta CAPM to estimate portfolio returns. A new model is proposed that combines the multi-variable component together with the …