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Dynamic Risk Factors and An Intertemporal Capital Asset Pricing

Bruce Q. Swan et al.

Applied Mathematical Finance2024https://doi.org/10.1080/1350486x.2025.2479474article
AJG 2ABDC B
Weight
0.30

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https://doi.org/https://doi.org/10.1080/1350486x.2025.2479474

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@article{bruce2024,
  title        = {{Dynamic Risk Factors and An Intertemporal Capital Asset Pricing}},
  author       = {Bruce Q. Swan et al.},
  journal      = {Applied Mathematical Finance},
  year         = {2024},
  doi          = {https://doi.org/https://doi.org/10.1080/1350486x.2025.2479474},
}

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Dynamic Risk Factors and An Intertemporal Capital Asset Pricing

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Evidence weight

0.30

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.00 × 0.4 = 0.00
M · momentum0.50 × 0.15 = 0.07
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

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