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Risk and Return: Consumption Beta Versus Market Beta

N. Gregory Mankiw, Matthew D. Shapiro
DOI: 10.2307/1926022
The Review of Economics and Statistics

Data up to Jan 2025

Published1986
Citations174
References0
Fields
EconomicsComputer scienceSociologyEconometricsFinancial economicsSocial science

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Risk and Return: Consumption Beta Versus Market Beta (1986) – The Review of Economics and Statistics | Metascience Observatory Explorer