Reexamination of estimating beta coecient as a risk measure in CAPM
Le Tan Phuoc, Kee S. Kim, Yingcai Su
| Year of publication: |
February 2018
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| Authors: | Le Tan Phuoc ; Kim, Kee S. ; Su, Yingcai |
| Published in: |
Journal of Asian finance, economics and business : JAFEB. - Seongnam, Gyeonggi, South Korea : Korea Distribution Science Association, ISSN 2288-4637, ZDB-ID 2897101-2. - Vol. 5.2018, 1, p. 11-16
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| Subject: | Capital asset pricing model | robust regression | ordinary least square regression | capital market theory | CAPM | Regressionsanalyse | Regression analysis | Kleinste-Quadrate-Methode | Least squares method | Schätztheorie | Estimation theory | Betafaktor | Beta risk | Finanzmarkt | Financial market | Robustes Verfahren | Robust statistics | Portfolio-Management | Portfolio selection | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.13106/jafeb.2018.vol5.no1.11 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011917748