Robust estimation in capital asset pricing model

Journal of Applied Mathematics and Decision Sciences

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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
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Institution:	National University of Singapore

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