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Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia

Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia

by Andrew Baber | Apr 21, 2019 | Academic Research

Academic Research Can we treat empirical regularities as state variables in the ICAPM? Evidence from Australia Academic Research | 29 October 2019 If the investment opportunity set changes over time, then investors should allocate their resources to hedge against...
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