Robust estimation in capital asset pricing model

Robust estimation in capital asset pricing model

Journal of Applied Mathematics and Decision Sciences

Saved in:
Bibliographic Details
Main Authors: Wong, W.-K., Bian, G.
Other Authors: STATISTICS & APPLIED PROBABILITY
Format: Article
Published: 2014
Subjects:
Bayesian Estimate
Capital Asset Pricing Model
Cauchy-type g-prior
Flat-tailed Distribution
Least Squares Estimate
Robustness
Online Access:http://scholarbank.nus.edu.sg/handle/10635/105338
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: National University of Singapore
Description
Summary:Journal of Applied Mathematics and Decision Sciences

Similar Items