Capital asset pricing model through quantile regression: an entropy approach (Q5120619)
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scientific article; zbMATH DE number 7247656
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| English | Capital asset pricing model through quantile regression: an entropy approach |
scientific article; zbMATH DE number 7247656 |
Statements
15 September 2020
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quantile regression
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generalized maximum entropy
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CAPM
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beta risk
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0.7428467273712158
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0.7370069026947021
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0.7341581583023071
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