Robust estimation in capital asset pricing model

Journal of Applied Mathematics and Decision Sciences

Volumn 4, Issue 1, 2000, Pages 65-82

  Wong, Wing Keung ^a   Bian, Guorui ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Bayesian Estimate; Capital Asset Pricing Model; Cauchy type g prior; Flat tailed Distribution; Least Squares Estimate; Robustness

Indexed keywords

EID: 0041722259     PISSN: 11739126     EISSN: 15327612     Source Type: Journal    
DOI: 10.1155/S1173912600000043     Document Type: Article

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