Robust prediction of beta
Year of publication: |
2008
|
---|---|
Authors: | Genton, Marc G. ; Ronchetti, Elvezio |
Published in: |
Computational methods in financial engineering : essays in honour of Manfred Gilli. - Berlin : Springer, ISBN 3-540-77957-4. - 2008, p. 147-161
|
Subject: | Betafaktor | Beta risk | CAPM | Kleinste-Quadrate-Methode | Least squares method | Robustes Verfahren | Robust statistics | Theorie | Theory |
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