Return decomposition and the Intertemporal CAPM

Research output: Contribution to journal › Article › Scientific › peer-review

14 Citations (Scopus)

Original language	English
Peer-reviewed scientific journal	Journal of Banking & Finance
Volume	37
Issue number	12
Pages (from-to)	4958–4972
Number of pages	15
ISSN	0378-4266
DOIs	https://doi.org/10.1016/j.jbankfin.2013.08.021
Publication status	Published - 12.2013
MoE publication type	A1 Journal article - refereed

Keywords

@article{1982b3176c3e4276a05b7f76954c3587,

title = "Return decomposition and the Intertemporal CAPM",

keywords = "512 Business and Management, KOTA2013, Equis Base Room",

author = "Paulo Maio",

year = "2013",

month = dec,

doi = "10.1016/j.jbankfin.2013.08.021",

language = "English",

volume = "37",

pages = "4958–4972",

journal = "Journal of Banking & Finance",

issn = "0378-4266",

publisher = "Elsevier BV * North-Holland",

number = "12",

}

TY - JOUR

T1 - Return decomposition and the Intertemporal CAPM

AU - Maio, Paulo

PY - 2013/12

Y1 - 2013/12

KW - 512 Business and Management

KW - KOTA2013

KW - Equis Base Room

U2 - 10.1016/j.jbankfin.2013.08.021

DO - 10.1016/j.jbankfin.2013.08.021

M3 - Article

SN - 0378-4266

VL - 37

SP - 4958

EP - 4972

JO - Journal of Banking & Finance

JF - Journal of Banking & Finance

IS - 12

ER -