Robust Regression Estimation Methods and Intercept Bias: A Capital Asset Pricing Model Application

Multinational Finance Journal
doi 10.17578/13-3/4-6
Full Text
Abstract

Available in full text

Date
Authors
Publisher

Global Business Publications

Related search

Predicting Stock Returns in the Capital Asset Pricing Model Using Quantile Regression and Belief Functions

Lecture Notes in Computer Science
Computer ScienceTheoretical Computer Science
2014English

Estimation of a Structural Stochastic Volatility Model of Asset Pricing

Computational Economics
Computer Science ApplicationsEconomicsEconometricsFinance
2010English

Capital Asset Pricing Model: Should We Stop Using It?

Vikalpa
AccountingDecision SciencesManagementBusiness
2000English

Corporate Governance and Capital Asset Pricing Models

Revista de Administracao Mackenzie
AccountingManagementSociologyPolitical ScienceBusiness
2020English

Economic Premium Principles in Insurance and the Capital Asset Pricing Model

ASTIN Bulletin
AccountingEconomicsEconometricsFinance
1987English

Intangible Capital, Corporate Valuation and Asset Pricing

Economic Theory
EconomicsEconometrics
2007English

A Delegated-Agent Asset-Pricing Model

Financial Analysts Journal
AccountingEconomicsFinanceEconometrics
2005English

Enhanced Capital-Asset Pricing Model for the Reconstruction of Bipartite Financial Networks

Physical review. E
Nonlinear PhysicsProbabilityStatisticsCondensed Matter PhysicsStatistical
2017English

Bias-Reduced Doubly Robust Estimation

Journal of the American Statistical Association
UncertaintyStatisticsProbability
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2024 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy