Selected Entire List   Leiton, Karen  affiliation not provided to SSRN   SSRN's personal information usage policy Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.

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. Leiton, Karen's Scholarly Papers Click on the title of any column to sort the table by that column. Aggregate Statistics Total Downloads 31 Total Citations 0 Papers (1) Authors Date Downloads  (Rank) Citations ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected   Selected   Selected      Original List  Original List     All Versions  Hide All Versions     All Abstracts  Hide All Abstracts     Legend Legend close   eDocument is available from the SSRN eLibrary for free eDocument is available for a fee 1.   Investment Horizon Dependent CAPM: Adjusting Beta for Long-Term Dependence | Show Abstract Hide Abstract | Download | Working Paper Series León, Carlos Banco de la República (Central Bank of Colombia) Leiton, Karen affiliation not provided to SSRN Reveiz, Alejandro World Bank Posted: 24 Nov 12 31 (240,283)   CAPM, Hurst exponent, long-term dependence, fractional Brownian motion, asset allocation, investment horizon Records 1 - 1 of 1 matches [ 1 ]

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