Robust monitoring of CAPM portfolio betas. II (Q458632)
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scientific article; zbMATH DE number 6352247
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| default for all languages | No label defined |
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| English | Robust monitoring of CAPM portfolio betas. II |
scientific article; zbMATH DE number 6352247 |
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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0.932032585144043
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0.8579062223434448
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0.8281078934669495
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0.7516116499900818
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0.7368398904800415
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