Blue for ß in CAPM with infinite variance
von Stefan Huschens und Jeong-Ryeol Kim
| Year of publication: |
1999
|
|---|---|
| Authors: | Huschens, Stefan ; Kurz-Kim, Jeong-Ryeol |
| Institutions: | Technische Universität Dresden / Fakultät Wirtschaftswissenschaften (contributor) |
| Publisher: |
Dresden : Professoren der Fachgruppe Quantitative Verfahren |
| Subject: | Betafaktor | Beta risk | Regressionsanalyse | Regression analysis | Systematischer Fehler | Bias | Stochastischer Prozess | Stochastic process | Theorie | Theory |
| Extent: | 6, 3 Bl graph. Darst |
|---|---|
| Series: | Dresdner Beiträge zu quantitativen Verfahren. - Dresden : Techn. Univ., Fak. Wirtschaftswiss., ISSN 0945-4802, ZDB-ID 2289789-6. - Vol. 26 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | BLUE=Best linear unbiased estimator |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001399219