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
id sg-nus-scholar.10635-105338
record_format dspace
spelling sg-nus-scholar.10635-1053382015-02-01T20:33:33Z Robust estimation in capital asset pricing model Wong, W.-K. Bian, G. STATISTICS & APPLIED PROBABILITY Bayesian Estimate Capital Asset Pricing Model Cauchy-type g-prior Flat-tailed Distribution Least Squares Estimate Robustness Journal of Applied Mathematics and Decision Sciences 4 1 65-82 2014-10-28T05:14:47Z 2014-10-28T05:14:47Z 2000 Article Wong, W.-K.,Bian, G. (2000). Robust estimation in capital asset pricing model. Journal of Applied Mathematics and Decision Sciences 4 (1) : 65-82. ScholarBank@NUS Repository. 11739126 http://scholarbank.nus.edu.sg/handle/10635/105338 NOT_IN_WOS Scopus
institution National University of Singapore
building NUS Library
country Singapore
collection ScholarBank@NUS
topic Bayesian Estimate
Capital Asset Pricing Model
Cauchy-type g-prior
Flat-tailed Distribution
Least Squares Estimate
Robustness
spellingShingle Bayesian Estimate
Capital Asset Pricing Model
Cauchy-type g-prior
Flat-tailed Distribution
Least Squares Estimate
Robustness
Wong, W.-K.
Bian, G.
Robust estimation in capital asset pricing model
description Journal of Applied Mathematics and Decision Sciences
author2 STATISTICS & APPLIED PROBABILITY
author_facet STATISTICS & APPLIED PROBABILITY
Wong, W.-K.
Bian, G.
format Article
author Wong, W.-K.
Bian, G.
author_sort Wong, W.-K.
title Robust estimation in capital asset pricing model
title_short Robust estimation in capital asset pricing model
title_full Robust estimation in capital asset pricing model
title_fullStr Robust estimation in capital asset pricing model
title_full_unstemmed Robust estimation in capital asset pricing model
title_sort robust estimation in capital asset pricing model
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/105338
_version_ 1681093269400846336

Similar Items