Robust monitoring of CAPM portfolio betas (Q1941452)

From MaRDI portal
Revision as of 15:46, 1 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Robust monitoring of CAPM portfolio betas
scientific article

    Statements

    title
    Robust monitoring of CAPM portfolio betas (English)
    0 references
    author
    Ondřej Chochola
    0 references
    Marie Hušková
    0 references
    Zuzana Prášková
    0 references
    Josef G. Steinebach
    0 references
    publication date
    12 March 2013
    0 references
    zbMATH Keywords
    robust monitoring
    0 references
    capital asset pricing model
    0 references
    portfolio beta
    0 references
    M-estimate
    0 references
    change-point detection
    0 references

    Identifiers

    Mathematics Subject Classification ID
    62P05
    0 references
    62F35
    0 references
    60F17
    0 references
    60G10
    0 references
    60J65
    0 references
    62L10
    0 references
    91B25
    0 references
    91G70
    0 references
    91G10
    0 references
    zbMATH DE Number
    6143847
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1941452&oldid=14375080"
    Powered by MediaWiki