Scale of Predictability

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Econometrics Seminar
University of Pennsylvania

3718 Locust Walk
410 McNeil

Philadelphia, PA
19104

United States

Download paper (Joint with Benoit Perron, Andrea Tamoni, and Claudio Tebaldi)

Scale-specific risk in the consumption CAPM (Joint with Andrea Tamoni)

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Federico Bandi

Johns Hopkins Carey Business School