Robust estimation in capital asset pricing model.
Wong, Wing-Keung ; Bian, Guorui
Journal of Applied Mathematics and Decision Sciences, Tome 4 (2000), p. 65-82 / Harvested from The Electronic Library of Mathematics
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Publié le : 2000-01-01
DOI : https://doi.org/10.1155/S1173912600000043
EUDML-ID : urn:eudml:doc:124004 
@article{01462644,
     title = {Robust estimation in capital asset pricing model.},
     journal = {Journal of Applied Mathematics and Decision Sciences},
     volume = {4},
     year = {2000},
     pages = {65-82},
     doi = {10.1155/S1173912600000043},
     zbl = {1052.62545},
     language = {en},
     url = {http://dml.mathdoc.fr/item/01462644}
}

Wong, Wing-Keung; Bian, Guorui. Robust estimation in capital asset pricing model.. Journal of Applied Mathematics and Decision Sciences, Tome 4 (2000) pp. 65-82. doi : 10.1155/S1173912600000043. http://gdmltest.u-ga.fr/item/01462644/