Return-based style analysis with time-varying exposures

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

Research output: Contribution to journalArticleScientificpeer-review

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

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