Return-based style analysis with time-varying exposures

L.A.P. Swinkels, P.J. van der Sluis

Research output: Contribution to journalArticleScientificpeer-review

30 Citations (Scopus)
Original languageEnglish
Pages (from-to)529-552
JournalThe European Journal of Finance
Volume12
Issue number6-7
Publication statusPublished - 2006

Cite this

Swinkels, L. A. P., & van der Sluis, P. J. (2006). Return-based style analysis with time-varying exposures. The European Journal of Finance, 12(6-7), 529-552.