Robust monitoring of CAPM portfolio betas (Q1941452)
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scientific article; zbMATH DE number 6143847
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust monitoring of CAPM portfolio betas |
scientific article; zbMATH DE number 6143847 |
Statements
Robust monitoring of CAPM portfolio betas (English)
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12 March 2013
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robust monitoring
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capital asset pricing model
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portfolio beta
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M-estimate
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change-point detection
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