Sensitivity analysis and robust regression in investment performance evaluation (Q3313558)
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scientific article; zbMATH DE number 3843433
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| English | Sensitivity analysis and robust regression in investment performance evaluation |
scientific article; zbMATH DE number 3843433 |
Statements
Sensitivity analysis and robust regression in investment performance evaluation (English)
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1984
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finance
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sensitivity analysis
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robust regression
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measuring the performance of investment portfolios
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systematic risk estimates
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least absolute residuals
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Jensen's measure
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0.7189327478408813
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0.7189327478408813
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0.7102784514427185
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0.7000322937965393
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