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Return-based style analysis with time-varying exposures

Swinkels,L.A.P.
; 
van der Sluis,P.J.
Abstract
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DP 2001-96
Date
2006
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Tilburg University Research Output Collection
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Citation
Swinkels, L A P & van der Sluis, P J 2006, 'Return-based style analysis with time-varying exposures', The European Journal of Finance, vol. 12, no. 6-7, pp. 529-552.
URI
https://hdl.handle.net/20.500.14602/44842
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