Mean-Absolute-Deviation versus Least-Squares Regression Estimation of Beta Coefficients
| Year of publication: |
1978
|
|---|---|
| Authors: | Cornell, Bradford ; Dietrich, J. Kimball |
| Published in: |
Journal of Financial and Quantitative Analysis. - Cambridge University Press. - Vol. 13.1978, 01, p. 123-131
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |