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Risk Decomposition and Portfolio Diversification When Beta is Nonstationary: A Note

Authors

  • SON-NAN CHEN,

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    • Associate Professor of Finance, University of Maryland at College Park and Associate Professor of Finance, Virginia Polytechnic Institute and State University respectively.

  • ARTHUR J. KEOWN

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    • Associate Professor of Finance, University of Maryland at College Park and Associate Professor of Finance, Virginia Polytechnic Institute and State University respectively.


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