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Microfoundations of systematic risk (CAPM, Capital Asset Pricing, Market Model)

Paul Kupiec

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Key concepts: Capital asset pricing model, Microfoundations, Systematic risk, Economics, Financial economics, Consumption-based capital asset pricing model, Leverage (statistics), Investment theory

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Microfoundations of systematic risk (CAPM, Capital Asset Pricing, Market Model) — Research Paper | ScholarLens