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The Time-Varying Risk Return Tradeoff in the Long-Run: UK Evidence
Sungjun Cho
A&F Accounting & Finance
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Preprint/Working paper
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Working paper
108
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Dive into the research topics of 'The Time-Varying Risk Return Tradeoff in the Long-Run: UK Evidence'. Together they form a unique fingerprint.
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Economics, Econometrics and Finance
Risk-Return Tradeoff
100%
CAPM
16%
Generalized Autoregressive Conditional Heteroskedasticity
16%
Hedging
16%