Robust monitoring of CAPM portfolio betas. II (Q458632)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust monitoring of CAPM portfolio betas. II |
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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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