Sensitivity analysis and robust regression in investment performance evaluation (Q3313558)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sensitivity analysis and robust regression in investment performance evaluation |
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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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