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Dependence of portfolio returns over time and the CAPM: Diverse holding periods
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Dependence of portfolio returns over time and the CAPM: Diverse holding periods                     
The behavior of holding period returns and risk for the major market indices 1973-199...
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The behavior of holding period returns and risk for the major market indices 1973-199...
Should the holding period matter for the intertemporal consumption-based CAPM? (NBER ...
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Should the holding period matter for the intertemporal consumption-based CAPM? (NBER ...                     




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