Least median of squares estimation by optimization heuristics with an application to the CAPM and a multi-factor model
| Year of publication: |
2011
|
|---|---|
| Authors: | Winker, Peter ; Lyra, Marianna ; Sharpe, Chris |
| Published in: |
Computational Management Science. - Springer. - Vol. 8.2011, 1, p. 103-123
|
| Publisher: |
Springer |
| Subject: | Least median of squares | CAPM | Multi-factor model | Differential evolution | Threshold accepting |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008925141