Robust monitoring of CAPM portfolio betas II
Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G.
- 期刊名称Journal of Multivariate Analysis
- 作者Chochola, Ondřej; Hušková, Marie; Prášková, Zuzana; Steinebach, Josef G.
- 卷第132卷
- 印刷ISSN0047-259X
- 文件大小654.45KB
- 发表时间2014-11
- DOI10.1016/j.jmva.2014.07.016
- 页码58-81