Mean-absolute-deviation versus least-squares regression estimation of beta coefficients
Bradford Cornell and J. Kimball Dietrich
| Year of publication: |
1978
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|---|---|
| Authors: | Cornell, Bradford ; Dietrich, J. Kimball |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 13.1978, 1, p. 123-131
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| Subject: | Kapitalanlage Portefeuilleplanung |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002037193