Robust monitoring of CAPM portfolio betas (Q1941452): Difference between revisions
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Property / DOI: 10.1016/j.jmva.2012.10.019 / rank | |||
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Property / author: Marie Hušková / rank | |||
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Property / author: Josef G. Steinebach / rank | |||
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Property / author: Marie Hušková / rank | |||
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Property / author: Josef G. Steinebach / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2012.10.019 / rank | |||
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Property / OpenAlex ID: W2082211426 / rank | |||
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Latest revision as of 14:28, 16 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Robust monitoring of CAPM portfolio betas |
scientific article |
Statements
Robust monitoring of CAPM portfolio betas (English)
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12 March 2013
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robust monitoring
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capital asset pricing model
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portfolio beta
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M-estimate
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change-point detection
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