Robust regression for capital asset pricing model using Bayesian approach
© 2016 by the Mathematical Association of Thailand. All rights reserved. This study investigate the performance of a portfolio based on capital asset pricing model using a Bayesian statistics approach. We use a hierarchical model robustly to estimate the systematic risk of an asset. We assume that t...
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| Main Authors: | , , |
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| Format: | Journal |
| Published: |
2017
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| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008414362&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/42525 |
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| Institution: | Chiang Mai University |