Robust monitoring of CAPM portfolio betas. II (Q458632): Difference between revisions
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| Property / author: Josef G. Steinebach / rank | |||
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| Property / zbMATH DE Number: 6352247 / rank | |||
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robust monitoring | |||
| Property / zbMATH Keywords: robust monitoring / rank | |||
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functional capital asset pricing model | |||
| Property / zbMATH Keywords: functional capital asset pricing model / rank | |||
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portfolio beta | |||
| Property / zbMATH Keywords: portfolio beta / rank | |||
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\(M\)-estimate | |||
| Property / zbMATH Keywords: \(M\)-estimate / rank | |||
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change-point detection | |||
| Property / zbMATH Keywords: change-point detection / rank | |||
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Revision as of 13:18, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust monitoring of CAPM portfolio betas. II |
scientific article |
Statements
Robust monitoring of CAPM portfolio betas. II (English)
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8 October 2014
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robust monitoring
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functional 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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