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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.24275/uam/azc/dcsh/ae/2022v38n97/Samaniego [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014247317