Title:

Return Decomposition and the Intertemporal CAPM

Author:

Paulo Maio (Hanken School of Economics, Helsinki)

Journal:

Journal of Banking and Finance

Year:

2013

Volume:

37

Number:

12

Pages:

4958-4972

JEL code:

G11 - Portfolio Choice; Investment Decisions

DOI:

10.1016/j.jbankfin.2013.08.021