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CAPM : alpha estimation with robust regression vs. linear regression

Angel Samaniego
Alternative title: Estimación del CAPM : alpha con regresión robusta frente a la regresión lineal
Year of publication:
2023
Authors: Samaniego, Angel
Subject: Appraisal | robust regression | portfolio selection | CAPM | Regressionsanalyse | Regression analysis | Portfolio-Management | Portfolio selection | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Schätzung | Estimation
freely available
Full text |
doi.org
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