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...
Saved in:
| Main Authors: | , , |
|---|---|
| Format: | Journal |
| Published: |
2018
|
| Subjects: | |
| Online Access: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85008414362&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/55984 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Institution: | Chiang Mai University |